+411.2%
XLF vs YUM
+2,408.4%
-1,997.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -2.9% | -5.2% | +2.3% | -0.5% |
| 30D | -1.6% | -0.1% | -1.5% | -1.8% |
| 3M | +9.3% | -4.3% | +13.5% | +10.9% |
| 6M | +14.6% | -8.7% | +23.3% | +18.5% |
| YTD | +4.7% | -3.5% | +8.2% | +5.3% |
| 1Y | +8.6% | +0.5% | +8.2% | +6.8% |
| 3Y | +73.9% | +20.5% | +53.3% | +54.5% |
| 5Y | +65.0% | +21.8% | +43.2% | +45.1% |
| 10Y | +250.4% | +176.5% | +73.9% | +108.3% |
| All | +411.2% | +2,408.4% | -1,997.1% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling