+661.3%
KGC vs USFD
+329.0%
+332.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | +20.3% | +3.5% | +16.7% | +19.9% |
| 3M | +8.1% | +26.6% | -18.5% | +5.7% |
| 6M | -8.8% | +11.7% | -20.5% | -9.8% |
| YTD | +10.1% | +38.1% | -28.1% | +6.4% |
| 1Y | +44.2% | +33.4% | +10.8% | +39.8% |
| 3Y | +533.0% | +155.8% | +377.2% | +479.5% |
| 5Y | +443.0% | +214.0% | +229.0% | +388.0% |
| 10Y | +678.6% | +320.4% | +358.2% | +650.6% |
| All | +661.3% | +329.0% | +332.3% | +648.4% |
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