+219.5%
KDP vs USFD
+340.6%
-121.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | +4.5% | +3.9% | +0.6% | +3.8% |
| 30D | +18.5% | +10.7% | +7.8% | +16.4% |
| 3M | +20.8% | +6.3% | +14.5% | +19.3% |
| 6M | +29.4% | +16.2% | +13.2% | +25.6% |
| YTD | +35.9% | +41.9% | -6.0% | +26.9% |
| 1Y | +42.5% | +44.2% | -1.7% | +32.4% |
| 3Y | +29.4% | +159.8% | -130.4% | +7.0% |
| 5Y | +15.8% | +177.1% | -161.3% | -7.0% |
| 10Y | +236.5% | +376.2% | -139.7% | +103.8% |
| All | +219.5% | +340.6% | -121.1% | +92.8% |
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