+376.6%
USFD vs KIM
+64.9%
+311.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +8.4% | +2.8% | +5.6% | +6.6% |
| 30D | +12.7% | +15.9% | -3.1% | +2.6% |
| 3M | +1.1% | +7.8% | -6.7% | -3.6% |
| 6M | +30.2% | +11.9% | +18.3% | +20.8% |
| YTD | +45.8% | +31.0% | +14.8% | +21.8% |
| 1Y | +51.9% | +32.3% | +19.6% | +25.9% |
| 3Y | +158.5% | +65.5% | +93.0% | +78.0% |
| 5Y | +208.0% | +37.2% | +170.8% | +136.1% |
| 10Y | +376.6% | +63.9% | +312.7% | +146.8% |
| All | +376.6% | +64.9% | +311.6% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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