-77.3%
KEEL vs USFD
+208.8%
-286.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.6% |
| 7D | +18.2% | +1.3% | +16.9% | +17.0% |
| 30D | -32.1% | +10.6% | -42.6% | -38.8% |
| 3M | -44.9% | -2.4% | -42.5% | -44.5% |
| 6M | -52.1% | +28.9% | -81.0% | -65.0% |
| YTD | -17.0% | +43.7% | -60.7% | -47.8% |
| 1Y | -38.5% | +48.5% | -87.0% | -62.5% |
| 3Y | +62.5% | +154.7% | -92.2% | -45.6% |
| 5Y | -77.3% | +218.4% | -295.7% | -93.9% |
| All | -77.3% | +208.8% | -286.0% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling