+973.5%
KEYS vs USFD
+329.0%
+644.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.3% | -3.0% | +5.3% | +3.0% |
| 30D | -2.6% | +3.5% | -6.2% | -3.5% |
| 3M | -4.6% | +26.6% | -31.2% | -10.2% |
| 6M | +8.7% | +11.7% | -3.0% | +5.4% |
| YTD | +61.0% | +38.1% | +22.9% | +47.7% |
| 1Y | +96.0% | +33.4% | +62.6% | +81.2% |
| 3Y | +144.4% | +155.8% | -11.4% | +95.1% |
| 5Y | +80.5% | +214.0% | -133.5% | +36.7% |
| 10Y | +974.9% | +320.4% | +654.6% | +656.3% |
| All | +973.5% | +329.0% | +644.5% | +657.6% |
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 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