+59.6%
KEYS vs USFD
+49.6%
+10.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.5% | -14.8% | -6.1% |
| 7D | -14.8% | +7.8% | -22.6% | -14.6% |
| 30D | -25.6% | +16.2% | -41.8% | -26.0% |
| 3M | -16.2% | +11.0% | -27.2% | -16.3% |
| 6M | -18.6% | +20.7% | -39.4% | -20.2% |
| YTD | +40.7% | +46.0% | -5.3% | +27.4% |
| 1Y | +59.6% | +49.8% | +9.8% | +42.5% |
| All | +59.6% | +49.6% | +10.0% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling