+83.7%
KEYS vs USFD
+214.9%
-131.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +4.4% | -3.3% | +7.8% | +5.8% |
| 30D | -2.2% | -5.3% | +3.1% | -0.2% |
| 3M | +0.5% | +18.8% | -18.2% | -7.0% |
| 6M | +22.4% | +14.3% | +8.1% | +14.7% |
| YTD | +64.1% | +36.9% | +27.2% | +40.8% |
| 1Y | +97.0% | +31.7% | +65.2% | +71.6% |
| 3Y | +152.0% | +164.5% | -12.5% | +63.1% |
| 5Y | +83.7% | +212.6% | -128.8% | +7.2% |
| All | +83.7% | +214.9% | -131.1% | +7.2% |
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