+184.3%
KLAC vs USFD
+159.2%
+25.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | -12.3% | +3.0% | -15.3% | -13.4% |
| 30D | -29.6% | +11.1% | -40.7% | -32.9% |
| 3M | -28.2% | -0.3% | -28.0% | -28.4% |
| 6M | -23.6% | +15.9% | -39.5% | -29.5% |
| YTD | +14.4% | +41.6% | -27.2% | -6.4% |
| 1Y | +15.4% | +49.4% | -34.0% | -8.7% |
| 3Y | +184.3% | +157.8% | +26.5% | +68.5% |
| All | +184.3% | +159.2% | +25.1% | +68.5% |
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