+217.5%
YUM vs USFD
+359.9%
-142.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.3% |
| 30D | +10.0% | +10.2% | -0.2% | +7.1% |
| 3M | +7.5% | -1.5% | +9.0% | +7.8% |
| 6M | +8.8% | +27.3% | -18.6% | +1.7% |
| YTD | +8.2% | +44.0% | -35.8% | -2.4% |
| 1Y | +9.8% | +50.4% | -40.5% | -2.2% |
| 3Y | +36.4% | +153.6% | -117.1% | +4.5% |
| 5Y | +41.7% | +219.0% | -177.3% | -0.1% |
| All | +217.5% | +359.9% | -142.4% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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