+214.3%
USFD vs KIM
+34.6%
+179.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +10.2% | +14.1% | -4.0% | +2.8% |
| 3M | -1.5% | +6.0% | -7.5% | -4.4% |
| 6M | +27.3% | +13.2% | +14.1% | +19.1% |
| YTD | +44.0% | +30.4% | +13.6% | +24.6% |
| 1Y | +50.4% | +31.0% | +19.3% | +29.7% |
| 3Y | +153.6% | +67.6% | +85.9% | +82.9% |
| All | +214.3% | +34.6% | +179.7% | +158.1% |
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