+172.9%
KEY vs USFD
+321.9%
-149.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.2% | -3.0% | +5.2% | +3.8% |
| 30D | -3.0% | +3.5% | -6.6% | -5.2% |
| 3M | +3.3% | +26.6% | -23.2% | -9.9% |
| 6M | +9.2% | +11.7% | -2.5% | +1.4% |
| YTD | +10.6% | +38.1% | -27.5% | -10.1% |
| 1Y | +20.4% | +33.4% | -13.0% | -0.7% |
| 3Y | +121.8% | +155.8% | -34.0% | +25.9% |
| 5Y | +41.1% | +214.0% | -172.9% | -30.8% |
| All | +172.9% | +321.9% | -149.0% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling