+106.1%
KMI vs USFD
+159.2%
-53.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -10.8% | +3.0% | -13.7% | -11.2% |
| 30D | -5.0% | +11.1% | -16.1% | -6.8% |
| 3M | -3.4% | -0.3% | -3.1% | -3.5% |
| 6M | -3.4% | +15.9% | -19.3% | -6.5% |
| YTD | +13.1% | +41.6% | -28.5% | +3.3% |
| 1Y | +19.0% | +49.4% | -30.4% | +6.8% |
| 3Y | +106.1% | +157.8% | -51.7% | +53.1% |
| All | +106.1% | +159.2% | -53.1% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling