+13.4%
YUM vs XYL
-30.7%
+44.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.0% | +1.0% | +5.3% |
| 7D | +10.8% | +14.5% | -3.8% | +9.1% |
| 30D | +21.4% | -1.3% | +22.8% | +20.9% |
| 3M | +13.2% | -17.0% | +30.2% | +14.5% |
| 6M | +8.8% | -11.3% | +20.1% | +8.9% |
| YTD | +11.5% | -25.0% | +36.5% | +15.6% |
| 1Y | +13.4% | -31.5% | +44.9% | +20.3% |
| All | +13.4% | -30.7% | +44.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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