+1,020.9%
KEYS vs USFD
+306.5%
+714.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | +0.5% |
| 7D | +2.9% | -7.0% | +9.9% | +4.6% |
| 30D | -1.3% | -10.3% | +9.0% | +1.1% |
| 3M | -0.1% | +9.2% | -9.3% | -2.7% |
| 6M | +17.4% | +7.4% | +10.0% | +14.7% |
| YTD | +62.9% | +29.4% | +33.5% | +51.6% |
| 1Y | +95.7% | +24.8% | +70.9% | +83.5% |
| 3Y | +150.2% | +150.0% | +0.2% | +100.6% |
| 5Y | +83.1% | +195.5% | -112.4% | +40.4% |
| 10Y | +1,020.9% | +315.7% | +705.2% | +672.6% |
| All | +1,020.9% | +306.5% | +714.4% | +672.6% |
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