+20.0%
YUM vs NDAQ
+48.5%
-28.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -6.1% | -5.9% | -0.2% | -4.4% |
| 30D | -5.8% | -4.7% | -1.2% | -4.5% |
| 3M | -7.6% | +5.5% | -13.1% | -9.3% |
| 6M | -9.1% | +7.4% | -16.5% | -11.5% |
| YTD | -5.5% | -5.5% | 0.0% | -4.5% |
| 1Y | -3.7% | -3.7% | 0.0% | -3.5% |
| 3Y | +17.8% | +85.0% | -67.2% | -7.5% |
| All | +20.0% | +48.5% | -28.5% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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