+36.0%
KMB vs USFD
+369.7%
-333.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +0.5% | +3.0% | -2.5% | +0.2% |
| 30D | +12.4% | +11.1% | +1.3% | +11.4% |
| 3M | +1.0% | -0.3% | +1.3% | +1.0% |
| 6M | +12.1% | +15.9% | -3.7% | +10.6% |
| YTD | +11.6% | +41.6% | -30.0% | +8.2% |
| 1Y | +13.1% | +49.4% | -36.3% | +9.1% |
| 3Y | +1.6% | +157.8% | -156.3% | -6.6% |
| 5Y | -0.3% | +176.6% | -177.0% | -9.8% |
| All | +36.0% | +369.7% | -333.8% | +17.9% |
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 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