+229.6%
KDP vs USFD
+369.7%
-140.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.2% | +3.0% | -0.7% | +1.7% |
| 30D | +19.9% | +11.1% | +8.9% | +17.7% |
| 3M | +21.5% | -0.3% | +21.8% | +21.5% |
| 6M | +30.1% | +15.9% | +14.2% | +26.4% |
| YTD | +34.9% | +41.6% | -6.7% | +26.0% |
| 1Y | +43.4% | +49.4% | -6.0% | +32.4% |
| 3Y | +29.1% | +157.8% | -128.8% | +6.9% |
| 5Y | +15.0% | +176.6% | -161.6% | -7.7% |
| All | +229.6% | +369.7% | -140.1% | +91.7% |
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