+102.1%
KNX vs USFD
+359.9%
-257.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +9.2% | +1.7% | +7.6% | +8.9% |
| 30D | +0.9% | +10.2% | -9.2% | -1.0% |
| 3M | -12.7% | -1.5% | -11.2% | -12.6% |
| 6M | +7.3% | +27.3% | -20.0% | +2.2% |
| YTD | +23.1% | +44.0% | -20.9% | +14.0% |
| 1Y | +47.1% | +50.4% | -3.3% | +35.0% |
| 3Y | +33.3% | +153.6% | -120.3% | +11.5% |
| 5Y | +12.1% | +219.0% | -206.9% | -10.3% |
| All | +102.1% | +359.9% | -257.8% | +74.6% |
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