+34.0%
XLB vs YUM
+19.0%
+15.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -2.8% | -6.1% | +3.2% | -0.3% |
| 30D | -3.1% | -5.8% | +2.7% | -0.8% |
| 3M | -0.2% | -7.6% | +7.5% | +2.7% |
| 6M | +3.1% | -9.1% | +12.2% | +6.5% |
| YTD | +13.3% | -5.5% | +18.8% | +14.6% |
| 1Y | +12.0% | -3.7% | +15.7% | +12.0% |
| 3Y | +31.4% | +17.8% | +13.6% | +15.9% |
| All | +34.0% | +19.0% | +15.0% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling