+117.9%
KEY vs USFD
+369.7%
-251.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | -1.3% | +3.0% | -4.2% | -3.0% |
| 30D | +5.1% | +11.1% | -5.9% | -0.9% |
| 3M | -7.1% | -0.3% | -6.8% | -7.6% |
| 6M | -4.4% | +15.9% | -20.3% | -13.2% |
| YTD | +4.0% | +41.6% | -37.6% | -17.1% |
| 1Y | +23.4% | +49.4% | -26.0% | -4.9% |
| 3Y | +113.9% | +157.8% | -43.9% | +20.2% |
| 5Y | +12.3% | +176.6% | -164.3% | -41.1% |
| All | +117.9% | +369.7% | -251.8% | -16.5% |
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