+237.3%
KEEL vs USFD
+149.2%
+88.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +2.8% |
| 7D | +19.3% | -7.0% | +26.3% | +24.4% |
| 30D | +9.1% | -10.3% | +19.4% | +16.4% |
| 3M | -31.5% | +9.2% | -40.7% | -38.4% |
| 6M | +75.8% | +7.4% | +68.4% | +60.0% |
| YTD | +57.9% | +29.4% | +28.5% | +17.7% |
| 1Y | +133.3% | +24.8% | +108.5% | +80.9% |
| All | +237.3% | +149.2% | +88.1% | +70.0% |
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