+32.9%
XLV vs YUM
+15.9%
+17.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.9% | +1.7% |
| 7D | +5.5% | +10.8% | -5.2% | +3.1% |
| 30D | +13.3% | +21.4% | -8.1% | +8.7% |
| 3M | +17.4% | +13.2% | +4.3% | +14.1% |
| 6M | +32.1% | +8.8% | +23.3% | +29.4% |
| YTD | +24.0% | +11.5% | +12.5% | +20.0% |
| 1Y | +32.9% | +13.4% | +19.5% | +27.8% |
| All | +32.9% | +15.9% | +17.0% | +27.8% |
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