+216.3%
USFD vs KMX
-50.1%
+266.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -3.0% | +1.9% | -4.9% | -3.4% |
| 30D | +3.5% | +11.7% | -8.1% | +0.9% |
| 3M | +26.6% | +34.9% | -8.3% | +17.3% |
| 6M | +11.7% | +50.3% | -38.6% | -0.2% |
| YTD | +38.1% | +63.8% | -25.7% | +19.3% |
| 1Y | +33.4% | +3.8% | +29.5% | +28.6% |
| 3Y | +155.8% | -24.3% | +180.1% | +162.9% |
| All | +216.3% | -50.1% | +266.4% | +271.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling