+163.8%
KNX vs USFD
+346.4%
-182.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.8% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | -2.0% | +10.6% | -12.6% | -3.9% |
| 3M | -13.2% | -2.4% | -10.7% | -12.9% |
| 6M | +3.6% | +28.9% | -25.3% | -1.5% |
| YTD | +19.1% | +43.7% | -24.6% | +10.4% |
| 1Y | +39.5% | +48.5% | -9.0% | +28.4% |
| 3Y | +28.7% | +154.7% | -126.0% | +7.7% |
| 5Y | +8.5% | +218.4% | -209.9% | -13.1% |
| 10Y | +100.2% | +360.6% | -260.4% | +64.7% |
| All | +163.8% | +346.4% | -182.6% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling