+2,384.2%
KLAC vs USFD
+353.4%
+2,030.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +8.3% |
| 7D | -1.1% | +3.9% | -5.0% | -2.5% |
| 30D | -22.6% | +12.8% | -35.4% | -26.0% |
| 3M | -23.5% | +1.0% | -24.5% | -24.1% |
| 6M | -18.8% | +30.3% | -49.1% | -26.7% |
| YTD | +25.0% | +46.0% | -20.9% | +8.0% |
| 1Y | +27.5% | +49.6% | -22.1% | +9.1% |
| 3Y | +206.1% | +166.3% | +39.9% | +114.8% |
| 5Y | +281.0% | +208.4% | +72.6% | +152.3% |
| 10Y | +2,249.0% | +371.2% | +1,877.7% | +1,228.1% |
| All | +2,384.2% | +353.4% | +2,030.8% | +1,313.2% |
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 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