+22.7%
XLP vs YUM
+9.4%
+13.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.4% |
| 3M | +8.1% | +7.5% | +0.6% | +5.8% |
| 6M | +10.5% | +8.8% | +1.7% | +7.5% |
| YTD | +21.2% | +8.2% | +13.0% | +17.6% |
| 1Y | +22.7% | +9.8% | +12.9% | +18.3% |
| All | +22.7% | +9.4% | +13.3% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling