+139.6%
KMI vs USFD
+368.6%
-229.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.0% | +1.0% |
| 7D | -6.5% | +3.9% | -10.5% | -8.0% |
| 30D | -5.1% | +12.8% | -17.9% | -9.1% |
| 3M | 0.0% | +1.0% | -1.0% | -0.9% |
| 6M | -0.9% | +30.3% | -31.2% | -10.2% |
| YTD | +15.4% | +46.0% | -30.6% | -0.4% |
| 1Y | +19.5% | +49.6% | -30.1% | +2.0% |
| 3Y | +116.3% | +166.3% | -50.0% | +48.9% |
| 5Y | +136.6% | +208.4% | -71.8% | +49.0% |
| 10Y | +139.6% | +371.2% | -231.7% | +21.6% |
| All | +139.6% | +368.6% | -229.1% | +21.6% |
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