-52.3%
KHC vs USFD
+329.0%
-381.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.8% | -3.0% | +1.2% | -1.4% |
| 30D | -1.9% | +3.5% | -5.4% | -2.4% |
| 3M | +14.4% | +26.6% | -12.2% | +10.7% |
| 6M | +8.7% | +11.7% | -3.0% | +6.8% |
| YTD | +7.8% | +38.1% | -30.4% | +2.5% |
| 1Y | -1.5% | +33.4% | -34.9% | -5.9% |
| 3Y | -9.9% | +155.8% | -165.7% | -22.0% |
| 5Y | -10.7% | +214.0% | -224.8% | -26.0% |
| 10Y | -55.7% | +320.4% | -376.1% | -66.4% |
| All | -52.3% | +329.0% | -381.3% | -64.1% |
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