+45.6%
XEL vs YUM
+17.9%
+27.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -0.3% | -6.1% | +5.8% | +1.3% |
| 30D | -3.9% | -5.8% | +1.9% | -2.6% |
| 3M | -2.8% | -7.6% | +4.8% | -1.1% |
| 6M | -5.4% | -9.1% | +3.8% | -3.4% |
| YTD | +3.8% | -5.5% | +9.3% | +4.5% |
| 1Y | +6.8% | -3.7% | +10.5% | +6.9% |
| 3Y | +45.6% | +17.8% | +27.8% | +34.7% |
| All | +45.6% | +17.9% | +27.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 3y: compounded portfolio wealth divided by compounded YUM 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…
3y analysis · Full analysis span regression · 6 months rolling