+856.2%
KEYS vs USFD
+353.0%
+503.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -4.5% | +8.4% | -12.8% | -6.3% |
| 30D | -23.9% | +12.7% | -36.6% | -26.1% |
| 3M | -13.1% | +1.1% | -14.2% | -13.7% |
| 6M | -19.1% | +30.2% | -49.3% | -24.6% |
| YTD | +43.4% | +45.8% | -2.4% | +29.5% |
| 1Y | +58.8% | +51.9% | +6.9% | +42.0% |
| 3Y | +134.6% | +158.5% | -23.9% | +86.2% |
| 5Y | +58.7% | +208.0% | -149.3% | +20.0% |
| 10Y | +759.0% | +376.6% | +382.4% | +493.2% |
| All | +856.2% | +353.0% | +503.2% | +564.1% |
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