Calories in a pound of fat????

There is something that has made no sense to me for a long time. There are said to be 9 calories in a gram of fat that we eat. Then we are told that by burning up 3500 calories we will lose a pound of fat. The problem is that 9 calories time 454 grams in a pound equals 4086 and not 3500.

Can someone set me straight on how to smooth this over in my mind? It is a question inspired by Thanksgiving.