+17.8%
YUM vs XYL
+15.7%
+2.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -6.1% | +1.2% | -7.3% | -6.3% |
| 30D | -5.8% | -11.9% | +6.1% | -3.6% |
| 3M | -7.6% | -1.5% | -6.1% | -7.8% |
| 6M | -9.1% | -11.9% | +2.8% | -7.4% |
| YTD | -5.5% | -20.6% | +15.1% | -1.4% |
| 1Y | -3.7% | -23.5% | +19.8% | +1.3% |
| 3Y | +17.8% | +14.9% | +2.9% | +7.9% |
| All | +17.8% | +15.7% | +2.1% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling