+282.3%
KLAC vs USFD
+165.3%
+117.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +5.7% | -3.0% | +8.7% | +7.0% |
| 30D | -3.6% | +3.5% | -7.2% | -5.1% |
| 3M | -12.8% | +26.6% | -39.4% | -22.2% |
| 6M | +26.1% | +11.7% | +14.4% | +19.0% |
| YTD | +53.3% | +38.1% | +15.2% | +29.1% |
| 1Y | +113.7% | +33.4% | +80.3% | +82.4% |
| All | +282.3% | +165.3% | +117.0% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling