+160.5%
KMI vs USFD
+214.9%
-54.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.1% |
| 7D | -0.4% | -3.3% | +3.0% | +0.4% |
| 30D | +3.7% | -5.3% | +9.0% | +4.9% |
| 3M | +3.2% | +18.8% | -15.6% | -1.2% |
| 6M | -3.0% | +14.3% | -17.3% | -6.5% |
| YTD | +19.7% | +36.9% | -17.2% | +9.6% |
| 1Y | +25.6% | +31.7% | -6.1% | +16.0% |
| 3Y | +120.2% | +164.5% | -44.3% | +67.5% |
| 5Y | +160.5% | +212.6% | -52.1% | +79.2% |
| All | +160.5% | +214.9% | -54.4% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling