+54.3%
USFD vs KRMN
+49.0%
+5.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -0.2% | +30.8% | -31.0% | -1.8% |
| 30D | +12.3% | +40.2% | -27.8% | +9.4% |
| 3M | -0.7% | -27.8% | +27.2% | +1.0% |
| 6M | +31.3% | -24.0% | +55.3% | +32.6% |
| YTD | +45.7% | -38.9% | +84.6% | +46.7% |
| 1Y | +52.1% | -35.6% | +87.7% | +51.3% |
| All | +54.3% | +49.0% | +5.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 3y: compounded portfolio wealth divided by compounded KRMN 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…
3y analysis · Full analysis span regression · 6 months rolling