+568.9%
KGC vs USFD
+369.2%
+199.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +8.0% | +8.4% | -0.3% | +7.2% |
| 30D | -9.3% | +12.7% | -22.1% | -10.3% |
| 3M | -21.3% | +1.1% | -22.4% | -21.4% |
| 6M | -31.5% | +30.2% | -61.6% | -33.2% |
| YTD | -23.2% | +45.8% | -69.1% | -26.1% |
| 1Y | -15.0% | +51.9% | -67.0% | -18.5% |
| 3Y | +328.7% | +158.5% | +170.2% | +292.8% |
| 5Y | +262.9% | +208.0% | +54.8% | +226.1% |
| 10Y | +568.9% | +376.6% | +192.3% | +614.6% |
| All | +568.9% | +369.2% | +199.6% | +614.6% |
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 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