+470.0%
KLAC vs USFD
+215.8%
+254.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +5.7% | -3.0% | +8.7% | +7.3% |
| 30D | -3.6% | +3.5% | -7.2% | -5.5% |
| 3M | -12.8% | +26.6% | -39.4% | -23.8% |
| 6M | +26.1% | +11.7% | +14.4% | +17.5% |
| YTD | +53.3% | +38.1% | +15.2% | +25.9% |
| 1Y | +113.7% | +33.4% | +80.3% | +77.9% |
| 3Y | +274.9% | +155.8% | +119.1% | +112.6% |
| All | +470.0% | +215.8% | +254.2% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling