+244.3%
KGC vs USFD
+207.9%
+36.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -8.8% | +12.3% | -21.2% | -11.8% |
| 3M | -21.1% | -0.7% | -20.4% | -21.1% |
| 6M | -32.3% | +31.3% | -63.6% | -37.6% |
| YTD | -23.5% | +45.7% | -69.2% | -32.6% |
| 1Y | -15.0% | +52.1% | -67.1% | -26.2% |
| 3Y | +327.5% | +158.2% | +169.3% | +206.5% |
| 5Y | +244.3% | +213.8% | +30.5% | +125.5% |
| All | +244.3% | +207.9% | +36.3% | +125.5% |
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