+194.3%
NOK vs YUM
+17.9%
+176.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +4.9% |
| 7D | +11.0% | -6.1% | +17.0% | +11.4% |
| 30D | +7.8% | -5.8% | +13.7% | +8.2% |
| 3M | -21.0% | -7.6% | -13.4% | -20.8% |
| 6M | +40.9% | -9.1% | +50.0% | +41.8% |
| YTD | +72.0% | -5.5% | +77.5% | +71.3% |
| 1Y | +140.9% | -3.7% | +144.6% | +138.9% |
| 3Y | +194.3% | +17.8% | +176.5% | +158.0% |
| All | +194.3% | +17.9% | +176.4% | +158.0% |
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