+562.7%
XLP vs YUM
+2,692.9%
-2,130.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | -3.7% | +3.1% | +0.3% |
| 30D | +8.3% | +9.2% | -0.8% | +6.1% |
| 3M | +8.7% | +11.2% | -2.5% | +5.9% |
| 6M | +11.2% | +7.7% | +3.5% | +9.0% |
| YTD | +20.0% | +7.5% | +12.5% | +17.5% |
| 1Y | +21.3% | +8.3% | +13.0% | +18.6% |
| 3Y | +43.8% | +34.8% | +9.0% | +32.8% |
| 5Y | +43.3% | +41.6% | +1.7% | +30.3% |
| 10Y | +136.8% | +215.3% | -78.6% | +77.8% |
| All | +562.7% | +2,692.9% | -2,130.1% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling