+226.5%
YUM vs USFD
+352.6%
-126.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +9.2% | +12.3% | -3.2% | +5.8% |
| 3M | +11.2% | -0.7% | +11.9% | +11.3% |
| 6M | +7.7% | +31.3% | -23.6% | -0.1% |
| YTD | +7.5% | +45.7% | -38.3% | -3.4% |
| 1Y | +8.3% | +52.1% | -43.8% | -3.8% |
| 3Y | +34.8% | +158.2% | -123.4% | +2.9% |
| 5Y | +41.6% | +213.8% | -172.1% | +0.4% |
| 10Y | +215.3% | +367.0% | -151.7% | +78.7% |
| All | +226.5% | +352.6% | -126.1% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling