+353.3%
USFD vs KMX
-3.5%
+356.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.5% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +10.6% | +3.5% | +7.1% | +9.1% |
| 3M | -2.4% | -10.4% | +8.0% | +1.1% |
| 6M | +28.9% | +37.6% | -8.7% | +11.9% |
| YTD | +43.7% | +36.1% | +7.6% | +21.3% |
| 1Y | +48.5% | +52.8% | -4.3% | +19.0% |
| 3Y | +154.7% | -17.0% | +171.7% | +141.1% |
| 5Y | +218.4% | -64.7% | +283.0% | +336.2% |
| All | +353.3% | -3.5% | +356.8% | +268.2% |
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