+25.2%
KMB vs USFD
+340.6%
-315.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.8% |
| 7D | +0.4% | +3.9% | -3.5% | 0.0% |
| 30D | +14.1% | +10.7% | +3.5% | +13.1% |
| 3M | -0.5% | +6.3% | -6.8% | -1.1% |
| 6M | +16.6% | +16.2% | +0.4% | +15.0% |
| YTD | +13.7% | +41.9% | -28.2% | +10.2% |
| 1Y | +16.1% | +44.2% | -28.1% | +12.3% |
| 3Y | +4.7% | +159.8% | -155.1% | -3.8% |
| 5Y | +1.5% | +177.1% | -175.6% | -8.1% |
| 10Y | +40.5% | +376.2% | -335.7% | +24.3% |
| All | +25.2% | +340.6% | -315.4% | +10.2% |
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