-56.0%
KHC vs ODFL
+745.7%
-801.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.5% | -2.8% | +0.3% | -2.0% |
| 30D | +0.5% | -13.7% | +14.2% | +3.2% |
| 3M | +3.0% | -23.4% | +26.4% | +8.1% |
| 6M | +6.6% | -7.2% | +13.8% | +7.5% |
| YTD | +5.8% | +15.6% | -9.8% | +1.7% |
| 1Y | -2.2% | +24.2% | -26.4% | -7.6% |
| 3Y | -12.5% | -12.8% | +0.2% | -13.7% |
| 5Y | -13.6% | +27.1% | -40.7% | -25.7% |
| All | -56.0% | +745.7% | -801.7% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling