+15.4%
YUM vs NXT
+173.5%
-158.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -6.1% | -1.9% | -4.2% | -6.0% |
| 30D | -5.8% | -20.0% | +14.2% | -5.4% |
| 3M | -7.6% | -30.7% | +23.1% | -6.9% |
| 6M | -9.1% | -29.0% | +19.8% | -8.9% |
| YTD | -5.5% | -4.8% | -0.7% | -6.5% |
| 1Y | -3.7% | +22.8% | -26.5% | -6.0% |
| 3Y | +17.8% | +93.9% | -76.1% | +10.0% |
| All | +15.4% | +173.5% | -158.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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