+52.5%
USFD vs KRMN
+35.5%
+17.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.7% | -10.9% | +12.5% | +2.2% |
| 30D | +10.2% | +34.9% | -24.7% | +7.3% |
| 3M | -1.5% | -32.8% | +31.3% | +0.5% |
| 6M | +27.3% | -39.6% | +66.9% | +31.0% |
| YTD | +44.0% | -44.4% | +88.4% | +45.6% |
| 1Y | +50.4% | -32.2% | +82.6% | +47.5% |
| All | +52.5% | +35.5% | +17.0% | +22.1% |
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