+463.0%
KGC vs USFD
+215.8%
+247.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.5% |
| 30D | +20.3% | +3.5% | +16.7% | +19.1% |
| 3M | +8.1% | +26.6% | -18.5% | +1.2% |
| 6M | -8.8% | +11.7% | -20.5% | -11.7% |
| YTD | +10.1% | +38.1% | -28.1% | -0.8% |
| 1Y | +44.2% | +33.4% | +10.8% | +31.2% |
| 3Y | +533.0% | +155.8% | +377.2% | +365.7% |
| All | +463.0% | +215.8% | +247.2% | +286.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling