+527.8%
KGC vs USFD
+369.7%
+158.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +10.5% | +3.0% | +7.5% | +10.2% |
| 30D | -4.1% | +11.1% | -15.1% | -5.0% |
| 3M | -13.1% | -0.3% | -12.8% | -13.1% |
| 6M | -27.5% | +15.9% | -43.4% | -28.6% |
| YTD | -20.7% | +41.6% | -62.3% | -23.5% |
| 1Y | -6.1% | +49.4% | -55.5% | -9.8% |
| 3Y | +318.6% | +157.8% | +160.8% | +283.6% |
| 5Y | +289.9% | +176.6% | +113.3% | +251.6% |
| All | +527.8% | +369.7% | +158.1% | +528.2% |
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 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