+328.2%
USFD vs KMX
-4.8%
+333.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.6% |
| 7D | +3.0% | -7.4% | +10.3% | +5.9% |
| 30D | +11.1% | -3.4% | +14.4% | +12.4% |
| 3M | -0.3% | -11.3% | +11.1% | +3.7% |
| 6M | +15.9% | +30.6% | -14.7% | +2.8% |
| YTD | +41.6% | +33.2% | +8.4% | +21.0% |
| 1Y | +49.4% | +66.7% | -17.3% | +15.9% |
| 3Y | +157.8% | -22.1% | +179.9% | +151.3% |
| 5Y | +176.6% | -66.7% | +243.4% | +285.2% |
| 10Y | +375.4% | +1.9% | +373.4% | +287.1% |
| All | +328.2% | -4.8% | +333.0% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling