+64.3%
XLF vs YUM
+19.0%
+45.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.5% |
| 7D | -1.5% | -6.1% | +4.6% | +0.9% |
| 30D | -1.2% | -5.8% | +4.7% | +1.0% |
| 3M | +9.2% | -7.6% | +16.8% | +12.1% |
| 6M | +16.3% | -9.1% | +25.5% | +20.0% |
| YTD | +5.4% | -5.5% | +11.0% | +6.6% |
| 1Y | +7.6% | -3.7% | +11.3% | +7.5% |
| 3Y | +74.2% | +17.8% | +56.4% | +54.3% |
| All | +64.3% | +19.0% | +45.3% | +41.1% |
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