+408.9%
YUM vs XYL
+459.9%
-51.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -3.6% | +0.8% | -4.4% | -3.9% |
| 30D | +0.4% | -10.8% | +11.2% | +4.5% |
| 3M | -3.8% | -2.5% | -1.2% | -3.4% |
| 6M | -8.3% | -12.2% | +3.9% | -4.7% |
| YTD | -2.6% | -20.1% | +17.4% | +4.4% |
| 1Y | +1.5% | -20.6% | +22.2% | +9.0% |
| 3Y | +21.6% | +17.3% | +4.3% | +9.9% |
| 5Y | +23.5% | -14.5% | +38.0% | +23.5% |
| 10Y | +178.9% | +150.2% | +28.8% | +76.4% |
| All | +408.9% | +459.9% | -51.0% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling