-14.1%
KHC vs ODFL
+0.3%
-14.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +2.0% | +5.8% | -3.8% | +1.4% |
| 30D | +10.6% | -5.3% | +15.9% | +11.2% |
| 3M | +0.5% | -19.0% | +19.5% | +2.6% |
| 6M | +12.1% | -7.5% | +19.5% | +12.8% |
| YTD | +8.9% | +11.8% | -2.9% | +7.2% |
| 1Y | +7.5% | +29.7% | -22.2% | +4.1% |
| 3Y | -10.7% | -9.1% | -1.6% | -11.8% |
| All | -14.1% | +0.3% | -14.4% | -16.1% |
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 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