+329.7%
USFD vs KMX
+0.4%
+329.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.7% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | -5.3% | +4.1% | -9.4% | -6.8% |
| 3M | +18.8% | +27.5% | -8.7% | +7.2% |
| 6M | +14.3% | +43.6% | -29.3% | -3.0% |
| YTD | +36.9% | +56.8% | -19.9% | +10.4% |
| 1Y | +31.7% | -1.3% | +33.0% | +24.5% |
| 3Y | +164.5% | -25.4% | +189.9% | +166.0% |
| 5Y | +212.6% | -53.9% | +266.5% | +274.7% |
| 10Y | +329.7% | +0.7% | +329.1% | +241.3% |
| All | +329.7% | +0.4% | +329.3% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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