+784.4%
KKR vs USFD
+352.6%
+431.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +9.3% | +12.3% | -3.0% | +4.4% |
| 3M | -9.8% | -0.7% | -9.1% | -9.8% |
| 6M | +1.0% | +31.3% | -30.3% | -10.2% |
| YTD | -21.1% | +45.7% | -66.8% | -33.9% |
| 1Y | -17.0% | +52.1% | -69.1% | -31.8% |
| 3Y | +60.6% | +158.2% | -97.6% | +7.9% |
| 5Y | +33.6% | +213.8% | -180.2% | -16.9% |
| 10Y | +687.0% | +367.0% | +320.0% | +289.1% |
| All | +784.4% | +352.6% | +431.8% | +343.2% |
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