+180.2%
KDP vs USFD
+329.0%
-148.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | +14.7% | +11.7% | +3.0% | +12.2% |
| YTD | +19.2% | +38.1% | -18.9% | +11.8% |
| 1Y | +15.2% | +33.4% | -18.2% | +8.6% |
| 3Y | +6.0% | +155.8% | -149.8% | -12.1% |
| 5Y | +5.4% | +214.0% | -208.6% | -17.3% |
| 10Y | +171.9% | +320.4% | -148.5% | +66.7% |
| All | +180.2% | +329.0% | -148.8% | +69.9% |
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