+327.1%
NET vs YUM
+22.7%
+304.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -7.0% | -2.0% | -4.9% | -6.9% |
| 30D | -4.8% | -1.1% | -3.7% | -4.8% |
| 3M | +3.8% | +1.8% | +2.1% | +3.6% |
| 6M | +50.0% | -4.7% | +54.8% | +50.8% |
| YTD | +41.5% | +0.6% | +40.9% | +40.4% |
| 1Y | +32.8% | +6.4% | +26.4% | +29.8% |
| All | +327.1% | +22.7% | +304.4% | +273.6% |
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