+105.5%
KEEL vs USFD
+183.2%
-77.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -0.5% | +1.7% | -2.2% | -1.0% |
| 30D | -27.1% | +10.2% | -37.2% | -29.5% |
| 3M | -43.8% | -1.5% | -42.3% | -43.8% |
| 6M | -55.2% | +27.3% | -82.5% | -59.3% |
| YTD | -20.9% | +44.0% | -64.8% | -31.1% |
| 1Y | -28.5% | +50.4% | -78.8% | -38.5% |
| 3Y | +66.1% | +153.6% | -87.5% | +25.1% |
| 5Y | -78.3% | +219.0% | -297.3% | -84.3% |
| All | +105.5% | +183.2% | -77.6% | +63.6% |
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