-59.2%
NKE vs YUM
+17.9%
-77.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -4.2% | -6.1% | +1.9% | -2.4% |
| 30D | -8.2% | -5.8% | -2.4% | -6.6% |
| 3M | -19.1% | -7.6% | -11.5% | -17.3% |
| 6M | -32.6% | -9.1% | -23.5% | -30.9% |
| YTD | -40.7% | -5.5% | -35.2% | -40.0% |
| 1Y | -48.9% | -3.7% | -45.1% | -48.5% |
| 3Y | -59.2% | +17.8% | -77.0% | -63.5% |
| All | -59.2% | +17.9% | -77.1% | -63.5% |
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