+32.0%
XLP vs YUM
+26.6%
+5.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.4% | -1.7% | +0.2% | -0.9% |
| 30D | -1.3% | -0.8% | -0.5% | -1.1% |
| 3M | +1.8% | +1.5% | +0.4% | +1.0% |
| 6M | -0.8% | -6.1% | +5.3% | +0.9% |
| YTD | +9.5% | -0.2% | +9.8% | +9.0% |
| 1Y | +7.2% | +2.5% | +4.7% | +5.5% |
| 3Y | +27.1% | +24.6% | +2.5% | +15.0% |
| 5Y | +32.0% | +25.7% | +6.4% | +17.5% |
| All | +32.0% | +26.6% | +5.5% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling