+36.4%
KR vs USFD
+197.4%
-161.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | -0.5% |
| 7D | -3.1% | -7.0% | +3.9% | -2.0% |
| 30D | +0.6% | -10.3% | +10.9% | +2.3% |
| 3M | -9.8% | +9.2% | -19.0% | -11.0% |
| 6M | -22.1% | +7.4% | -29.5% | -23.1% |
| YTD | -8.1% | +29.4% | -37.5% | -12.0% |
| 1Y | -14.7% | +24.8% | -39.5% | -17.9% |
| 3Y | +28.6% | +150.0% | -121.4% | +10.1% |
| 5Y | +36.4% | +195.5% | -159.1% | +6.1% |
| All | +36.4% | +197.4% | -161.0% | +6.1% |
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 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