+127.2%
KR vs USFD
+310.2%
-182.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -2.7% | -8.0% | +5.3% | -2.2% |
| 30D | +1.9% | -13.1% | +15.0% | +2.8% |
| 3M | -11.0% | +6.5% | -17.6% | -11.4% |
| 6M | -20.2% | +5.7% | -25.9% | -20.5% |
| YTD | -7.3% | +27.5% | -34.8% | -8.7% |
| 1Y | -13.1% | +23.4% | -36.6% | -14.3% |
| 3Y | +29.7% | +146.4% | -116.7% | +23.2% |
| 5Y | +48.8% | +196.8% | -148.0% | +39.5% |
| All | +127.2% | +310.2% | -182.9% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling