Which airline do you file an EU261 claim with on a codeshare?

We had a return flight booked with Delta FLR - AMS (KLM operated flight) and AMS - DTW (Delta operated flight). The KLM flight at FLR was cancelled and we were bussed to BLQ later in the day to take a KLM flight to AMS. We stayed overnight in AMS and took a Delta flight back to DTW the following day.

Do I file an EU261 claim with Delta since I purchased the tickets from them, or with KLM, since it was their cancelled flight that caused us to arrive back in the US a day later than scheduled?

TIA!