+37.0%
USFD vs KRMN
+17.4%
+19.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -11.3% | +5.8% | -4.6% |
| 7D | -7.0% | -12.9% | +5.9% | -6.0% |
| 30D | -10.3% | -43.3% | +33.0% | -6.8% |
| 3M | +9.2% | -27.2% | +36.4% | +11.2% |
| 6M | +7.4% | -66.8% | +74.2% | +16.7% |
| YTD | +29.4% | -51.9% | +81.2% | +33.0% |
| 1Y | +24.8% | -43.7% | +68.5% | +24.0% |
| All | +37.0% | +17.4% | +19.6% | +11.5% |
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