+5.0%
KDP vs ODFL
+25.9%
-20.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | +9.5% | -14.3% | +23.7% | +11.4% |
| 3M | +2.6% | -26.7% | +29.4% | +6.2% |
| 6M | +15.6% | -7.5% | +23.1% | +16.3% |
| YTD | +17.3% | +16.5% | +0.8% | +14.6% |
| 1Y | +20.1% | +23.5% | -3.4% | +16.3% |
| 3Y | +4.9% | -12.1% | +17.0% | +3.9% |
| 5Y | +5.0% | +28.9% | -23.9% | -3.6% |
| All | +5.0% | +25.9% | -20.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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