+7.6%
KDP vs USFD
+156.9%
-149.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | -3.0% | +4.3% | +1.8% |
| 30D | +6.0% | +3.5% | +2.5% | +5.2% |
| 3M | +9.2% | +26.6% | -17.4% | +4.6% |
| 6M | +14.7% | +11.7% | +3.0% | +12.1% |
| YTD | +19.2% | +38.1% | -18.9% | +12.1% |
| 1Y | +15.2% | +33.4% | -18.2% | +9.0% |
| All | +7.6% | +156.9% | -149.3% | -20.2% |
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 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