+216.3%
USFD vs KIM
+34.4%
+181.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | +26.6% | +0.5% | +26.0% | +26.0% |
| 6M | +11.7% | +3.6% | +8.1% | +9.3% |
| YTD | +38.1% | +20.4% | +17.7% | +24.5% |
| 1Y | +33.4% | +9.7% | +23.7% | +26.2% |
| 3Y | +155.8% | +46.0% | +109.8% | +98.9% |
| All | +216.3% | +34.4% | +181.9% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling