+328.7%
KGC vs USFD
+163.9%
+164.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +8.0% | +8.4% | -0.3% | +5.8% |
| 30D | -9.3% | +12.7% | -22.1% | -12.0% |
| 3M | -21.3% | +1.1% | -22.4% | -21.8% |
| 6M | -31.5% | +30.2% | -61.6% | -35.8% |
| YTD | -23.2% | +45.8% | -69.1% | -31.6% |
| 1Y | -15.0% | +51.9% | -67.0% | -25.4% |
| 3Y | +328.7% | +158.5% | +170.2% | +205.9% |
| All | +328.7% | +163.9% | +164.8% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling