+171.2%
YUM vs USFD
+310.2%
-138.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.5% |
| 7D | -5.2% | -8.0% | +2.8% | -3.1% |
| 30D | -0.1% | -13.1% | +13.0% | +3.7% |
| 3M | -4.3% | +6.5% | -10.8% | -6.0% |
| 6M | -8.7% | +5.7% | -14.5% | -10.3% |
| YTD | -3.5% | +27.5% | -31.0% | -10.1% |
| 1Y | +0.5% | +23.4% | -23.0% | -5.7% |
| 3Y | +20.5% | +146.4% | -125.9% | -7.1% |
| 5Y | +21.8% | +196.8% | -174.9% | -12.7% |
| All | +171.2% | +310.2% | -138.9% | +55.3% |
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