+2,323.7%
KLAC vs USFD
+359.1%
+1,964.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +21.2% | +1.3% | +19.9% | +20.7% |
| 30D | -14.5% | +10.6% | -25.1% | -17.7% |
| 3M | -24.4% | -2.4% | -22.0% | -24.1% |
| 6M | -12.9% | +28.9% | -41.9% | -21.1% |
| YTD | +29.9% | +43.7% | -13.8% | +12.8% |
| 1Y | +31.9% | +48.5% | -16.6% | +13.1% |
| 3Y | +201.5% | +154.7% | +46.8% | +114.3% |
| 5Y | +298.6% | +218.4% | +80.2% | +161.5% |
| All | +2,323.7% | +359.1% | +1,964.6% | +1,298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling