+207.5%
KNX vs USFD
+329.0%
-121.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.8% |
| 7D | +7.4% | -3.0% | +10.4% | +7.9% |
| 30D | +2.0% | +3.5% | -1.6% | +1.2% |
| 3M | -7.9% | +26.6% | -34.4% | -12.0% |
| 6M | +14.4% | +11.7% | +2.7% | +11.6% |
| YTD | +38.9% | +38.1% | +0.8% | +29.8% |
| 1Y | +65.9% | +33.4% | +32.5% | +55.8% |
| 3Y | +35.8% | +155.8% | -120.0% | +13.8% |
| 5Y | +43.3% | +214.0% | -170.7% | +15.2% |
| 10Y | +179.6% | +320.4% | -140.7% | +130.9% |
| All | +207.5% | +329.0% | -121.5% | +153.0% |
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