+1,106.7%
XLY vs YUM
+2,355.7%
-1,249.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.8% |
| 7D | -1.7% | -6.1% | +4.4% | +0.8% |
| 30D | -4.2% | -5.8% | +1.6% | -1.9% |
| 3M | -2.7% | -7.6% | +4.9% | 0.0% |
| 6M | -0.6% | -9.1% | +8.5% | +2.6% |
| YTD | -5.0% | -5.5% | +0.5% | -3.7% |
| 1Y | -4.1% | -3.7% | -0.4% | -3.9% |
| 3Y | +33.6% | +17.8% | +15.8% | +21.5% |
| 5Y | +28.7% | +19.3% | +9.4% | +16.7% |
| 10Y | +219.6% | +170.7% | +48.9% | +104.4% |
| All | +1,106.7% | +2,355.7% | -1,249.0% | +228.5% |
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 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