+371.2%
USFD vs KIM
+65.6%
+305.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.4% |
| 7D | +3.9% | +2.8% | +1.1% | +2.2% |
| 30D | +12.8% | +16.3% | -3.5% | +2.4% |
| 3M | +1.0% | +6.6% | -5.7% | -3.1% |
| 6M | +30.3% | +12.3% | +17.9% | +20.6% |
| YTD | +46.0% | +31.6% | +14.4% | +21.6% |
| 1Y | +49.6% | +31.5% | +18.1% | +24.5% |
| 3Y | +166.3% | +68.0% | +98.3% | +81.5% |
| 5Y | +208.4% | +38.7% | +169.7% | +134.6% |
| 10Y | +371.2% | +65.7% | +305.5% | +139.8% |
| All | +371.2% | +65.6% | +305.7% | +139.8% |
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