+81.7%
KO vs USFD
+197.4%
-115.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | 0.0% |
| 7D | -0.8% | -7.0% | +6.2% | +0.4% |
| 30D | +0.8% | -10.3% | +11.1% | +2.6% |
| 3M | +8.3% | +9.2% | -0.9% | +6.7% |
| 6M | +14.0% | +7.4% | +6.6% | +12.5% |
| YTD | +26.9% | +29.4% | -2.5% | +21.0% |
| 1Y | +32.7% | +24.8% | +7.8% | +27.1% |
| 3Y | +63.9% | +150.0% | -86.1% | +35.9% |
| 5Y | +81.7% | +195.5% | -113.8% | +42.5% |
| All | +81.7% | +197.4% | -115.7% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling