+20.0%
YUM vs NTR
+45.7%
-25.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -6.1% | -1.3% | -4.8% | -6.0% |
| 30D | -5.8% | +16.8% | -22.6% | -7.1% |
| 3M | -7.6% | +20.7% | -28.4% | -9.2% |
| 6M | -9.1% | +0.5% | -9.7% | -9.4% |
| YTD | -5.5% | +29.2% | -34.7% | -8.2% |
| 1Y | -3.7% | +39.6% | -43.3% | -7.3% |
| 3Y | +17.8% | +37.9% | -20.1% | +12.4% |
| All | +20.0% | +45.7% | -25.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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