+46.3%
USFD vs KRMN
+33.3%
+13.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.3% |
| 7D | -3.0% | -12.3% | +9.3% | -2.2% |
| 30D | +3.5% | -27.5% | +31.0% | +5.7% |
| 3M | +26.6% | -26.5% | +53.1% | +28.8% |
| 6M | +11.7% | -59.6% | +71.3% | +19.2% |
| YTD | +38.1% | -45.4% | +83.5% | +40.6% |
| 1Y | +33.4% | -25.1% | +58.5% | +27.7% |
| All | +46.3% | +33.3% | +13.0% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling