+22.6%
KRE vs USFD
+49.7%
-27.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.3% |
| 7D | -0.4% | +3.9% | -4.3% | -0.9% |
| 30D | +6.4% | +12.8% | -6.4% | +5.0% |
| 3M | -3.1% | +1.0% | -4.0% | -3.5% |
| 6M | +6.4% | +30.3% | -23.9% | +3.4% |
| YTD | +15.3% | +46.0% | -30.7% | +9.2% |
| All | +22.6% | +49.7% | -27.1% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling