+2,945.7%
KLAC vs USFD
+329.0%
+2,616.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +5.7% | -3.0% | +8.7% | +6.8% |
| 30D | -3.6% | +3.5% | -7.2% | -4.9% |
| 3M | -12.8% | +26.6% | -39.4% | -20.2% |
| 6M | +26.1% | +11.7% | +14.4% | +20.5% |
| YTD | +53.3% | +38.1% | +15.2% | +35.5% |
| 1Y | +113.7% | +33.4% | +80.3% | +90.5% |
| 3Y | +274.9% | +155.8% | +119.1% | +167.0% |
| 5Y | +470.1% | +214.0% | +256.1% | +277.5% |
| 10Y | +2,997.0% | +320.4% | +2,676.6% | +1,706.6% |
| All | +2,945.7% | +329.0% | +2,616.7% | +1,672.5% |
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 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