-2.6%
XRT vs YUM
+21.6%
-24.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -3.6% | -5.2% | +1.6% | -1.1% |
| 30D | -6.7% | -0.1% | -6.6% | -6.9% |
| 3M | -1.4% | -4.3% | +2.9% | 0.0% |
| 6M | +1.7% | -8.7% | +10.4% | +5.4% |
| YTD | -1.5% | -3.5% | +2.0% | -1.3% |
| 1Y | -2.5% | +0.5% | -2.9% | -4.8% |
| 3Y | +39.9% | +20.5% | +19.4% | +16.3% |
| 5Y | -2.6% | +21.8% | -24.4% | -22.2% |
| All | -2.6% | +21.6% | -24.2% | -22.2% |
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