+253.9%
XLI vs YUM
+171.3%
+82.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.1% |
| 7D | -1.7% | -6.1% | +4.4% | +1.3% |
| 30D | -7.3% | -5.8% | -1.4% | -4.8% |
| 3M | -1.3% | -7.6% | +6.3% | +1.7% |
| 6M | +2.2% | -9.1% | +11.4% | +5.9% |
| YTD | +11.7% | -5.5% | +17.2% | +13.2% |
| 1Y | +14.3% | -3.7% | +18.0% | +14.1% |
| 3Y | +70.3% | +17.8% | +52.5% | +49.3% |
| 5Y | +82.3% | +19.3% | +63.1% | +56.9% |
| All | +253.9% | +171.3% | +82.6% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling