-31.7%
NKE vs YUM
+15.9%
-47.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +2.8% |
| 7D | +9.0% | +10.8% | -1.8% | +4.7% |
| 30D | +19.2% | +21.4% | -2.2% | +11.3% |
| 3M | -1.5% | +13.2% | -14.7% | -5.9% |
| 6M | -4.2% | +8.8% | -13.0% | -7.5% |
| YTD | -34.8% | +11.5% | -46.3% | -38.7% |
| 1Y | -31.7% | +13.4% | -45.1% | -36.9% |
| All | -31.7% | +15.9% | -47.6% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling