+21.9%
YUM vs NXT
+181.9%
-160.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -1.7% | +2.9% | -4.5% | -1.7% |
| 30D | -0.8% | -17.2% | +16.4% | -0.4% |
| 3M | +1.5% | -32.0% | +33.4% | +2.2% |
| 6M | -6.1% | -15.8% | +9.7% | -6.4% |
| YTD | -0.2% | -1.9% | +1.7% | -1.3% |
| 1Y | +2.5% | +22.5% | -20.0% | +0.1% |
| 3Y | +24.6% | +100.5% | -75.9% | +16.3% |
| All | +21.9% | +181.9% | -160.0% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling