+135.4%
XLP vs YUM
+210.1%
-74.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.3% | +2.0% | +0.3% | +1.7% |
| 30D | +9.1% | +10.6% | -1.5% | +5.6% |
| 3M | +7.9% | +10.8% | -2.9% | +4.2% |
| 6M | +9.6% | +6.5% | +3.1% | +7.0% |
| YTD | +19.4% | +7.5% | +12.0% | +16.0% |
| 1Y | +22.4% | +10.2% | +12.2% | +17.8% |
| 3Y | +43.2% | +34.8% | +8.4% | +27.7% |
| 5Y | +42.6% | +40.0% | +2.5% | +24.5% |
| 10Y | +135.4% | +212.0% | -76.6% | +69.1% |
| All | +135.4% | +210.1% | -74.7% | +69.1% |
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 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