+324.1%
USFD vs KIM
+27.5%
+296.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -3.0% | +0.4% | -3.4% | -3.3% |
| 30D | +3.5% | -4.0% | +7.5% | +6.1% |
| 3M | +26.6% | +0.5% | +26.0% | +25.9% |
| 6M | +11.7% | +3.6% | +8.1% | +8.7% |
| YTD | +38.1% | +20.4% | +17.7% | +21.8% |
| 1Y | +33.4% | +9.7% | +23.7% | +24.6% |
| 3Y | +155.8% | +46.0% | +109.8% | +90.5% |
| 5Y | +214.0% | +34.4% | +179.6% | +142.8% |
| All | +324.1% | +27.5% | +296.6% | +152.3% |
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