+432.4%
KGC vs USFD
+340.6%
+91.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | 0.0% | +3.9% | -4.0% | -0.4% |
| 30D | -9.3% | +10.7% | -20.0% | -10.2% |
| 3M | -15.9% | +6.3% | -22.2% | -16.4% |
| 6M | -24.9% | +16.2% | -41.1% | -26.0% |
| YTD | -23.0% | +41.9% | -64.9% | -25.8% |
| 1Y | -9.9% | +44.2% | -54.1% | -13.3% |
| 3Y | +301.2% | +159.8% | +141.5% | +266.6% |
| 5Y | +278.5% | +177.1% | +101.4% | +240.5% |
| 10Y | +484.3% | +376.2% | +108.1% | +439.3% |
| All | +432.4% | +340.6% | +91.8% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling