+84.5%
BKR vs USFD
+149.2%
-64.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | +0.9% |
| 7D | -1.5% | -7.0% | +5.5% | +0.3% |
| 30D | -0.7% | -10.3% | +9.6% | +2.0% |
| 3M | +0.5% | +9.2% | -8.7% | -2.7% |
| 6M | +6.6% | +7.4% | -0.8% | +3.6% |
| YTD | +41.3% | +29.4% | +11.9% | +27.6% |
| 1Y | +42.2% | +24.8% | +17.4% | +29.9% |
| All | +84.5% | +149.2% | -64.7% | +35.3% |
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 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