+154.3%
KMI vs USFD
+359.9%
-205.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +6.5% | +1.7% | +4.9% | +6.0% |
| 30D | -3.4% | +10.2% | -13.6% | -6.8% |
| 3M | +0.4% | -1.5% | +1.9% | +0.3% |
| 6M | -0.9% | +27.3% | -28.3% | -9.6% |
| YTD | +20.5% | +44.0% | -23.5% | +4.4% |
| 1Y | +23.2% | +50.4% | -27.2% | +4.9% |
| 3Y | +121.6% | +153.6% | -32.0% | +55.0% |
| 5Y | +149.1% | +219.0% | -69.9% | +54.7% |
| All | +154.3% | +359.9% | -205.6% | +26.4% |
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