-5.9%
KWEB vs USFD
+156.3%
-162.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -7.8% | +1.7% | -9.5% | -8.1% |
| 30D | -6.4% | +10.2% | -16.6% | -7.9% |
| 3M | -14.6% | -1.5% | -13.1% | -14.5% |
| 6M | -25.0% | +27.3% | -52.4% | -28.4% |
| YTD | -32.7% | +44.0% | -76.6% | -38.0% |
| 1Y | -37.3% | +50.4% | -87.7% | -42.9% |
| 3Y | -5.9% | +153.6% | -159.5% | -22.4% |
| All | -5.9% | +156.3% | -162.2% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling