+788.5%
XLK vs YUM
+171.3%
+617.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.3% |
| 7D | +0.2% | -6.1% | +6.3% | +3.0% |
| 30D | -0.6% | -5.8% | +5.2% | +1.8% |
| 3M | +2.6% | -7.6% | +10.2% | +5.4% |
| 6M | +34.0% | -9.1% | +43.1% | +38.1% |
| YTD | +30.7% | -5.5% | +36.2% | +31.6% |
| 1Y | +39.2% | -3.7% | +42.9% | +37.8% |
| 3Y | +120.4% | +17.8% | +102.6% | +91.6% |
| 5Y | +148.8% | +19.3% | +129.5% | +113.3% |
| All | +788.5% | +171.3% | +617.2% | +429.4% |
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