+112.5%
NET vs YUM
+25.6%
+86.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -7.0% | -2.0% | -4.9% | -5.8% |
| 30D | -4.8% | -1.1% | -3.7% | -4.7% |
| 3M | +3.8% | +1.8% | +2.1% | +1.4% |
| 6M | +50.0% | -4.7% | +54.8% | +52.5% |
| YTD | +41.5% | +0.6% | +40.9% | +36.6% |
| 1Y | +32.8% | +6.4% | +26.4% | +20.5% |
| 3Y | +335.9% | +22.6% | +313.3% | +216.2% |
| All | +112.5% | +25.6% | +86.8% | +38.7% |
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