+171.3%
KO vs USFD
+329.0%
-157.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -1.8% | -3.0% | +1.2% | -1.2% |
| 30D | +1.4% | +3.5% | -2.1% | +0.7% |
| 3M | +15.4% | +26.6% | -11.2% | +10.5% |
| 6M | +14.3% | +11.7% | +2.6% | +11.8% |
| YTD | +27.7% | +38.1% | -10.5% | +19.8% |
| 1Y | +32.7% | +33.4% | -0.7% | +25.1% |
| 3Y | +62.2% | +155.8% | -93.6% | +33.9% |
| 5Y | +80.0% | +214.0% | -134.0% | +40.3% |
| 10Y | +175.6% | +320.4% | -144.7% | +98.6% |
| All | +171.3% | +329.0% | -157.7% | +95.0% |
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