+247.9%
KDP vs USFD
+359.9%
-112.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | +9.7% | +10.2% | -0.4% | +7.8% |
| 3M | +17.6% | -1.5% | +19.1% | +17.9% |
| 6M | +25.8% | +27.3% | -1.6% | +20.2% |
| YTD | +33.9% | +44.0% | -10.1% | +24.6% |
| 1Y | +38.9% | +50.4% | -11.5% | +28.1% |
| 3Y | +26.8% | +153.6% | -126.8% | +5.4% |
| 5Y | +16.3% | +219.0% | -202.6% | -8.9% |
| All | +247.9% | +359.9% | -112.0% | +106.6% |
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