+4,033.9%
YUM vs NSC
+1,674.2%
+2,359.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.2% | -1.4% | -3.8% | -4.8% |
| 30D | -0.1% | -3.4% | +3.3% | +1.0% |
| 3M | -4.3% | +5.1% | -9.3% | -6.0% |
| 6M | -8.7% | +9.2% | -17.9% | -11.6% |
| YTD | -3.5% | +13.4% | -16.9% | -7.8% |
| 1Y | +0.5% | +20.8% | -20.3% | -5.9% |
| 3Y | +20.5% | +76.1% | -55.6% | -2.1% |
| 5Y | +21.8% | +45.3% | -23.5% | +3.9% |
| 10Y | +176.5% | +335.7% | -159.2% | +61.4% |
| All | +4,033.9% | +1,674.2% | +2,359.8% | +1,355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 all: compounded portfolio wealth divided by compounded NSC 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…
all analysis · Full analysis span regression · 6 months rolling