+139.5%
XLP vs YUM
+215.4%
-75.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +7.3% | +10.0% | -2.7% | +4.1% |
| 3M | +8.1% | +7.5% | +0.6% | +5.4% |
| 6M | +10.5% | +8.8% | +1.7% | +7.1% |
| YTD | +21.2% | +8.2% | +13.0% | +17.4% |
| 1Y | +22.7% | +9.8% | +12.9% | +18.3% |
| 3Y | +44.8% | +36.4% | +8.4% | +28.6% |
| 5Y | +44.7% | +41.7% | +3.1% | +25.9% |
| All | +139.5% | +215.4% | -75.9% | +71.7% |
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