+106.2%
XLP vs YUM
+174.3%
-68.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.4% |
| 7D | -2.9% | -3.6% | +0.7% | -1.8% |
| 30D | -2.2% | +0.4% | -2.6% | -2.5% |
| 3M | -0.6% | -3.8% | +3.2% | +0.4% |
| 6M | -2.2% | -8.3% | +6.1% | +0.2% |
| YTD | +8.3% | -2.6% | +10.9% | +8.6% |
| 1Y | +5.7% | +1.5% | +4.2% | +4.4% |
| 3Y | +25.7% | +21.6% | +4.1% | +15.9% |
| 5Y | +31.3% | +23.5% | +7.8% | +19.4% |
| 10Y | +106.2% | +178.9% | -72.8% | +47.7% |
| All | +106.2% | +174.3% | -68.2% | +47.7% |
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