+214.3%
USFD vs KMX
-64.6%
+278.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +1.7% | +3.4% | -1.7% | +0.9% |
| 30D | +10.2% | +6.8% | +3.3% | +8.6% |
| 3M | -1.5% | -11.4% | +9.9% | +1.0% |
| 6M | +27.3% | +43.6% | -16.2% | +15.7% |
| YTD | +44.0% | +37.7% | +6.3% | +29.3% |
| 1Y | +50.4% | +53.0% | -2.6% | +30.8% |
| 3Y | +153.6% | -16.3% | +169.9% | +148.6% |
| All | +214.3% | -64.6% | +278.8% | +335.1% |
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