+322.4%
NET vs YUM
+39.5%
+282.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -2.3% |
| 7D | -16.4% | +10.8% | -27.1% | -16.1% |
| 30D | -25.8% | +21.4% | -47.3% | -25.7% |
| 3M | -11.5% | +13.2% | -24.7% | -11.5% |
| 6M | +18.9% | +8.8% | +10.1% | +19.6% |
| YTD | +35.2% | +11.5% | +23.7% | +34.8% |
| 1Y | +14.5% | +13.4% | +1.1% | +13.8% |
| All | +322.4% | +39.5% | +282.9% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling