+103.5%
BKR vs USFD
+347.2%
-243.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +3.8% | +1.7% | +2.1% | +3.1% |
| 30D | -10.3% | +10.2% | -20.4% | -14.0% |
| 3M | -21.7% | -1.5% | -20.2% | -21.8% |
| 6M | -23.8% | +27.3% | -51.1% | -31.6% |
| YTD | +10.3% | +44.0% | -33.7% | -6.8% |
| 1Y | +5.7% | +50.4% | -44.7% | -12.3% |
| 3Y | +52.6% | +153.6% | -100.9% | +1.3% |
| 5Y | +127.1% | +219.0% | -91.9% | +31.4% |
| 10Y | +56.5% | +361.5% | -305.0% | -27.8% |
| All | +103.5% | +347.2% | -243.8% | -3.2% |
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