+429.5%
KGC vs USFD
+352.6%
+76.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -8.8% | +12.3% | -21.2% | -9.9% |
| 3M | -21.1% | -0.7% | -20.4% | -21.1% |
| 6M | -32.3% | +31.3% | -63.6% | -34.1% |
| YTD | -23.5% | +45.7% | -69.2% | -26.4% |
| 1Y | -15.0% | +52.1% | -67.1% | -18.6% |
| 3Y | +327.5% | +158.2% | +169.3% | +290.6% |
| 5Y | +244.3% | +213.8% | +30.5% | +208.2% |
| 10Y | +634.8% | +367.0% | +267.7% | +584.3% |
| All | +429.5% | +352.6% | +76.9% | +417.6% |
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 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