+165.3%
KNX vs USFD
+353.0%
-187.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.1% | +8.4% | -9.5% | -2.6% |
| 30D | -3.7% | +12.7% | -16.4% | -5.9% |
| 3M | -9.3% | +1.1% | -10.4% | -9.6% |
| 6M | -2.5% | +30.2% | -32.7% | -7.5% |
| YTD | +19.8% | +45.8% | -26.0% | +10.8% |
| 1Y | +37.3% | +51.9% | -14.7% | +25.8% |
| 3Y | +29.5% | +158.5% | -129.0% | +8.1% |
| 5Y | +11.5% | +208.0% | -196.6% | -10.4% |
| 10Y | +106.0% | +376.6% | -270.6% | +68.6% |
| All | +165.3% | +353.0% | -187.7% | +115.8% |
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