+35.5%
YUM vs USFD
+159.3%
-123.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +9.2% | +12.3% | -3.2% | +5.7% |
| 3M | +11.2% | -0.7% | +11.9% | +11.0% |
| 6M | +7.7% | +31.3% | -23.6% | +0.3% |
| YTD | +7.5% | +45.7% | -38.3% | -2.4% |
| 1Y | +8.3% | +52.1% | -43.8% | -2.5% |
| All | +35.5% | +159.3% | -123.8% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling