+32.6%
NET vs YUM
+47.1%
-14.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -5.5% |
| 7D | -16.4% | +10.8% | -27.1% | -20.8% |
| 30D | -25.8% | +21.4% | -47.3% | -33.4% |
| 3M | -11.5% | +13.2% | -24.7% | -18.3% |
| 6M | +18.9% | +8.8% | +10.1% | +12.5% |
| YTD | +35.2% | +11.5% | +23.7% | +23.0% |
| 1Y | +14.5% | +13.4% | +1.1% | +2.3% |
| 3Y | +313.8% | +39.5% | +274.3% | +173.4% |
| 5Y | +32.6% | +45.8% | -13.3% | -22.7% |
| All | +32.6% | +47.1% | -14.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling