+31.8%
KLAC vs USFD
+49.2%
-17.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +10.0% | +1.7% | +8.3% | +9.6% |
| 30D | -14.8% | +10.2% | -25.0% | -16.5% |
| 3M | -27.2% | -1.5% | -25.7% | -26.7% |
| 6M | -17.5% | +27.3% | -44.8% | -23.6% |
| YTD | +25.8% | +44.0% | -18.2% | +8.3% |
| 1Y | +31.8% | +50.4% | -18.5% | +11.2% |
| All | +31.8% | +49.2% | -17.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling