+371.2%
USFD vs KMX
+13.6%
+357.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +1.2% |
| 7D | +3.9% | -4.1% | +8.0% | +5.6% |
| 30D | +12.8% | +2.9% | +10.0% | +11.6% |
| 3M | +1.0% | -7.0% | +8.0% | +3.2% |
| 6M | +30.3% | +34.1% | -3.9% | +14.2% |
| YTD | +46.0% | +40.0% | +5.9% | +22.0% |
| 1Y | +49.6% | +67.2% | -17.6% | +15.6% |
| 3Y | +166.3% | -13.4% | +179.7% | +147.8% |
| 5Y | +208.4% | -65.1% | +273.4% | +327.3% |
| 10Y | +371.2% | +6.9% | +364.3% | +262.7% |
| All | +371.2% | +13.6% | +357.7% | +262.7% |
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