-52.8%
KHC vs USFD
+339.9%
-392.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +1.1% | +3.0% | -1.8% | +0.7% |
| 30D | +12.0% | +11.1% | +0.9% | +10.4% |
| 3M | +0.2% | -0.3% | +0.5% | +0.1% |
| 6M | +10.3% | +15.9% | -5.5% | +7.9% |
| YTD | +6.7% | +41.6% | -34.9% | +1.1% |
| 1Y | +10.9% | +49.4% | -38.5% | +4.2% |
| 3Y | -12.6% | +157.8% | -170.5% | -24.5% |
| 5Y | -16.3% | +176.6% | -192.9% | -29.3% |
| 10Y | -53.2% | +375.4% | -428.6% | -65.1% |
| All | -52.8% | +339.9% | -392.7% | -64.6% |
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