+45.0%
USFD vs KRMN
+32.3%
+12.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -3.3% | -3.4% | +0.1% | -3.1% |
| 30D | -5.3% | -31.8% | +26.5% | -3.0% |
| 3M | +18.8% | -20.0% | +38.8% | +20.1% |
| 6M | +14.3% | -60.5% | +74.8% | +22.3% |
| YTD | +36.9% | -45.8% | +82.6% | +39.4% |
| 1Y | +31.7% | -36.4% | +68.1% | +29.6% |
| All | +45.0% | +32.3% | +12.7% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling