+165.5%
YUM vs XHB
+215.4%
-49.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.8% |
| 7D | -6.1% | -4.6% | -1.4% | -4.2% |
| 30D | -5.8% | -9.1% | +3.3% | -2.0% |
| 3M | -7.6% | -8.6% | +0.9% | -4.6% |
| 6M | -9.1% | -4.0% | -5.1% | -8.7% |
| YTD | -5.5% | -3.9% | -1.6% | -5.4% |
| 1Y | -3.7% | -16.5% | +12.8% | +2.4% |
| 3Y | +17.8% | +22.6% | -4.8% | +0.4% |
| 5Y | +19.3% | +33.9% | -14.7% | -5.3% |
| All | +165.5% | +215.4% | -49.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling