+362.2%
USFD vs KIM
+64.5%
+297.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +3.0% | +4.1% | -1.1% | +0.5% |
| 30D | +11.1% | +16.8% | -5.7% | +0.5% |
| 3M | -0.3% | +5.7% | -6.0% | -3.7% |
| 6M | +15.9% | +9.7% | +6.2% | +9.0% |
| YTD | +41.6% | +30.2% | +11.4% | +18.7% |
| 1Y | +49.4% | +32.1% | +17.3% | +24.0% |
| 3Y | +157.8% | +58.6% | +99.3% | +82.6% |
| 5Y | +176.6% | +31.2% | +145.5% | +118.7% |
| All | +362.2% | +64.5% | +297.7% | +138.8% |
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