+207.6%
KO vs USFD
+347.2%
-139.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +3.7% | +1.7% | +2.1% | +3.4% |
| 30D | +8.1% | +10.2% | -2.0% | +6.2% |
| 3M | +14.2% | -1.5% | +15.7% | +14.3% |
| 6M | +25.2% | +27.3% | -2.1% | +19.5% |
| YTD | +44.7% | +44.0% | +0.7% | +34.6% |
| 1Y | +43.4% | +50.4% | -7.0% | +32.1% |
| 3Y | +90.1% | +153.6% | -63.5% | +57.1% |
| 5Y | +103.0% | +219.0% | -116.0% | +57.9% |
| 10Y | +229.8% | +361.5% | -131.7% | +134.8% |
| All | +207.6% | +347.2% | -139.6% | +119.1% |
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