+2,410.6%
KLAC vs USFD
+353.0%
+2,057.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -2.1% | +8.4% | -10.4% | -4.8% |
| 30D | -21.8% | +12.7% | -34.5% | -25.2% |
| 3M | -20.5% | +1.1% | -21.7% | -21.2% |
| 6M | -18.0% | +30.2% | -48.1% | -25.9% |
| YTD | +26.4% | +45.8% | -19.5% | +9.2% |
| 1Y | +26.3% | +51.9% | -25.6% | +7.5% |
| 3Y | +193.3% | +158.5% | +34.8% | +107.7% |
| 5Y | +297.2% | +208.0% | +89.2% | +163.2% |
| 10Y | +2,288.0% | +376.6% | +1,911.4% | +1,247.3% |
| All | +2,410.6% | +353.0% | +2,057.6% | +1,328.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling