+44.0%
XLP vs YUM
+35.3%
+8.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | +2.1% | -2.0% | -0.5% |
| 30D | +8.9% | +11.1% | -2.1% | +5.8% |
| 3M | +7.5% | +7.3% | +0.2% | +5.2% |
| 6M | +9.4% | +6.9% | +2.5% | +7.1% |
| YTD | +19.3% | +7.9% | +11.4% | +16.3% |
| 1Y | +21.7% | +10.0% | +11.8% | +18.0% |
| 3Y | +44.0% | +36.7% | +7.2% | +31.7% |
| All | +44.0% | +35.3% | +8.7% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling