+3,041.8%
KLAC vs USFD
+322.5%
+2,719.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +10.6% | -3.3% | +13.9% | +11.9% |
| 30D | -4.5% | -5.3% | +0.8% | -2.7% |
| 3M | -10.3% | +18.8% | -29.0% | -16.0% |
| 6M | +40.9% | +14.3% | +26.6% | +33.5% |
| YTD | +56.1% | +36.9% | +19.2% | +38.3% |
| 1Y | +109.0% | +31.7% | +77.3% | +87.1% |
| 3Y | +288.8% | +164.5% | +124.4% | +173.5% |
| 5Y | +489.1% | +212.6% | +276.6% | +290.1% |
| 10Y | +3,041.8% | +329.7% | +2,712.1% | +1,708.1% |
| All | +3,041.8% | +322.5% | +2,719.3% | +1,708.1% |
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