+123.0%
KRE vs USFD
+322.5%
-199.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +2.3% | -3.3% | +5.7% | +3.8% |
| 30D | -2.5% | -5.3% | +2.8% | -0.2% |
| 3M | +6.2% | +18.8% | -12.5% | -2.0% |
| 6M | +15.8% | +14.3% | +1.5% | +8.2% |
| YTD | +16.0% | +36.9% | -20.9% | -1.0% |
| 1Y | +16.2% | +31.7% | -15.5% | +0.6% |
| 3Y | +86.4% | +164.5% | -78.1% | +17.7% |
| 5Y | +33.0% | +212.6% | -179.6% | -24.0% |
| 10Y | +123.0% | +329.7% | -206.7% | +6.3% |
| All | +123.0% | +322.5% | -199.5% | +6.3% |
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