+115.0%
KEY vs USFD
+159.7%
-44.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.7% |
| 7D | -2.5% | +3.9% | -6.4% | -3.9% |
| 30D | +4.1% | +10.7% | -6.6% | +0.2% |
| 3M | -8.4% | +6.3% | -14.7% | -10.9% |
| 6M | -2.3% | +16.2% | -18.5% | -8.7% |
| YTD | +4.6% | +41.9% | -37.3% | -13.9% |
| 1Y | +24.6% | +44.2% | -19.6% | +1.2% |
| All | +115.0% | +159.7% | -44.6% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling