+25.7%
YUM vs USFD
+214.9%
-189.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.7% | -3.3% | +1.7% | -0.8% |
| 30D | -0.8% | -5.3% | +4.5% | +0.6% |
| 3M | +1.5% | +18.8% | -17.3% | -3.2% |
| 6M | -6.1% | +14.3% | -20.4% | -9.6% |
| YTD | -0.2% | +36.9% | -37.1% | -8.6% |
| 1Y | +2.5% | +31.7% | -29.2% | -5.3% |
| 3Y | +24.6% | +164.5% | -139.9% | -5.9% |
| 5Y | +25.7% | +212.6% | -186.9% | -10.7% |
| All | +25.7% | +214.9% | -189.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling