+213.8%
USFD vs KIM
+36.8%
+177.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.2% | -1.0% | +0.8% | +0.4% |
| 30D | +12.3% | +14.8% | -2.5% | +4.5% |
| 3M | -0.7% | +8.1% | -8.8% | -4.7% |
| 6M | +31.3% | +11.7% | +19.6% | +23.6% |
| YTD | +45.7% | +30.7% | +15.0% | +25.9% |
| 1Y | +52.1% | +29.7% | +22.4% | +31.9% |
| 3Y | +158.2% | +65.1% | +93.2% | +88.0% |
| 5Y | +213.8% | +34.7% | +179.1% | +156.4% |
| All | +213.8% | +36.8% | +177.0% | +156.4% |
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