+15.2%
KEY vs USFD
+204.0%
-188.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.2% |
| 7D | -0.4% | +3.9% | -4.3% | -2.4% |
| 30D | +7.2% | +12.8% | -5.6% | +1.0% |
| 3M | -4.9% | +1.0% | -5.9% | -5.8% |
| 6M | +1.1% | +30.3% | -29.2% | -12.7% |
| YTD | +6.8% | +46.0% | -39.2% | -15.4% |
| 1Y | +23.3% | +49.6% | -26.3% | -4.1% |
| 3Y | +126.1% | +166.3% | -40.2% | +25.2% |
| 5Y | +15.2% | +208.4% | -193.2% | -42.7% |
| All | +15.2% | +204.0% | -188.8% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling