+162.8%
USFD vs KIM
+46.3%
+116.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | +3.5% | -4.0% | +7.5% | +5.0% |
| 3M | +26.6% | +0.5% | +26.0% | +26.3% |
| 6M | +11.7% | +3.6% | +8.1% | +10.2% |
| YTD | +38.1% | +20.4% | +17.7% | +29.1% |
| 1Y | +33.4% | +9.7% | +23.7% | +28.6% |
| All | +162.8% | +46.3% | +116.5% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling