+1,097.3%
XLI vs YUM
+2,355.7%
-1,258.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.8% |
| 7D | -1.7% | -6.1% | +4.4% | +0.6% |
| 30D | -7.3% | -5.8% | -1.4% | -5.4% |
| 3M | -1.3% | -7.6% | +6.3% | +1.0% |
| 6M | +2.2% | -9.1% | +11.4% | +5.1% |
| YTD | +11.7% | -5.5% | +17.2% | +13.0% |
| 1Y | +14.3% | -3.7% | +18.0% | +14.4% |
| 3Y | +70.3% | +17.8% | +52.5% | +56.5% |
| 5Y | +82.3% | +19.3% | +63.1% | +66.1% |
| 10Y | +258.4% | +170.7% | +87.7% | +142.7% |
| All | +1,097.3% | +2,355.7% | -1,258.4% | +312.3% |
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