-55.2%
KEEL vs USFD
+29.8%
-85.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.5% |
| 7D | -0.5% | +1.7% | -2.2% | +0.4% |
| 30D | -27.1% | +10.2% | -37.2% | -21.3% |
| 3M | -43.8% | -1.5% | -42.3% | -47.7% |
| 6M | -55.2% | +27.3% | -82.5% | -44.3% |
| All | -55.2% | +29.8% | -85.0% | -44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling