+6.2%
KHC vs USFD
+49.6%
-43.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.1% | +8.4% | -9.5% | -2.1% |
| 30D | +8.8% | +12.7% | -3.9% | +7.7% |
| 3M | -1.2% | +1.1% | -2.3% | -1.9% |
| 6M | +4.6% | +30.2% | -25.5% | +3.8% |
| YTD | +5.1% | +45.8% | -40.7% | +3.6% |
| 1Y | +6.2% | +51.9% | -45.7% | +4.5% |
| All | +6.2% | +49.6% | -43.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling