+649.7%
KGC vs USFD
+321.9%
+327.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | +20.3% | +3.5% | +16.7% | +19.9% |
| 3M | +8.1% | +26.6% | -18.5% | +5.7% |
| 6M | -8.8% | +11.7% | -20.5% | -9.8% |
| YTD | +10.1% | +38.1% | -28.1% | +6.5% |
| 1Y | +44.2% | +33.4% | +10.8% | +39.9% |
| 3Y | +533.0% | +155.8% | +377.2% | +480.5% |
| 5Y | +443.0% | +214.0% | +229.0% | +389.0% |
| All | +649.7% | +321.9% | +327.8% | +714.1% |
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 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