+38.7%
KMB vs USFD
+368.6%
-330.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +2.9% |
| 7D | +3.4% | +3.9% | -0.5% | +3.0% |
| 30D | +14.7% | +12.8% | +1.9% | +13.5% |
| 3M | +3.3% | +1.0% | +2.3% | +3.1% |
| 6M | +16.8% | +30.3% | -13.5% | +14.1% |
| YTD | +15.2% | +46.0% | -30.7% | +11.4% |
| 1Y | +13.3% | +49.6% | -36.3% | +9.3% |
| 3Y | +5.4% | +166.3% | -160.8% | -3.3% |
| 5Y | +2.7% | +208.4% | -205.7% | -7.7% |
| 10Y | +38.7% | +371.2% | -332.6% | +20.7% |
| All | +38.7% | +368.6% | -330.0% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling