+151.6%
KEY vs USFD
+340.6%
-189.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.2% |
| 7D | -2.5% | +3.9% | -6.4% | -4.7% |
| 30D | +4.1% | +10.7% | -6.6% | -1.7% |
| 3M | -8.4% | +6.3% | -14.7% | -12.2% |
| 6M | -2.3% | +16.2% | -18.5% | -11.4% |
| YTD | +4.6% | +41.9% | -37.3% | -16.7% |
| 1Y | +24.6% | +44.2% | -19.6% | -2.0% |
| 3Y | +112.8% | +159.8% | -47.0% | +19.5% |
| 5Y | +12.9% | +177.1% | -164.2% | -40.5% |
| 10Y | +126.7% | +376.2% | -249.5% | -17.6% |
| All | +151.6% | +340.6% | -189.0% | -5.8% |
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