+160.1%
BKR vs USFD
+329.0%
-169.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +1.7% | -3.0% | +4.8% | +2.9% |
| 30D | +3.3% | +3.5% | -0.2% | +1.8% |
| 3M | -3.6% | +26.6% | -30.2% | -12.7% |
| 6M | +5.0% | +11.7% | -6.7% | -0.5% |
| YTD | +40.9% | +38.1% | +2.8% | +21.9% |
| 1Y | +39.2% | +33.4% | +5.8% | +21.6% |
| 3Y | +83.7% | +155.8% | -72.1% | +21.8% |
| 5Y | +207.5% | +214.0% | -6.5% | +79.0% |
| 10Y | +136.3% | +320.4% | -184.0% | +12.9% |
| All | +160.1% | +329.0% | -169.0% | +26.5% |
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