+160.2%
KNX vs USFD
+307.1%
-146.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.6% | -8.4% | +2.8% | -4.0% |
| 30D | -4.4% | -14.1% | +9.7% | -1.7% |
| 3M | -17.3% | +4.5% | -21.8% | -18.2% |
| 6M | +22.6% | +4.4% | +18.2% | +21.1% |
| YTD | +31.1% | +26.6% | +4.6% | +24.5% |
| 1Y | +60.2% | +19.4% | +40.8% | +53.6% |
| 3Y | +35.8% | +144.6% | -108.8% | +14.6% |
| 5Y | +38.9% | +194.5% | -155.6% | +13.0% |
| All | +160.2% | +307.1% | -146.9% | +114.5% |
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