-16.8%
KHC vs USFD
+208.7%
-225.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.1% | +8.4% | -9.5% | -2.2% |
| 30D | +8.8% | +12.7% | -3.9% | +7.2% |
| 3M | -1.2% | +1.1% | -2.3% | -1.5% |
| 6M | +4.6% | +30.2% | -25.5% | +1.3% |
| YTD | +5.1% | +45.8% | -40.7% | -0.2% |
| 1Y | +6.2% | +51.9% | -45.7% | +0.2% |
| 3Y | -12.9% | +158.5% | -171.4% | -23.5% |
| 5Y | -16.8% | +208.0% | -224.8% | -28.6% |
| All | -16.8% | +208.7% | -225.5% | -28.6% |
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 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