+120.2%
BKR vs USFD
+307.1%
-186.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -7.0% | -8.4% | +1.4% | -3.8% |
| 30D | -8.1% | -14.1% | +5.9% | -2.7% |
| 3M | -6.6% | +4.5% | -11.1% | -8.8% |
| 6M | +0.9% | +4.4% | -3.5% | -2.0% |
| YTD | +31.1% | +26.6% | +4.5% | +17.2% |
| 1Y | +27.7% | +19.4% | +8.3% | +16.4% |
| 3Y | +71.2% | +144.6% | -73.4% | +15.3% |
| 5Y | +177.6% | +194.5% | -16.9% | +65.2% |
| All | +120.2% | +307.1% | -186.9% | +8.8% |
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