+60.6%
KKR vs USFD
+167.5%
-106.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.3% |
| 7D | +0.1% | +3.9% | -3.8% | -1.7% |
| 30D | +7.9% | +12.8% | -5.0% | +2.1% |
| 3M | -4.4% | +1.0% | -5.4% | -5.1% |
| 6M | -4.0% | +30.3% | -34.2% | -16.6% |
| YTD | -22.6% | +46.0% | -68.6% | -40.7% |
| 1Y | -18.6% | +49.6% | -68.2% | -39.1% |
| 3Y | +60.6% | +166.3% | -105.6% | -5.9% |
| All | +60.6% | +167.5% | -106.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling