+155,812.1%
KLAC vs ODFL
+32,863.2%
+122,948.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +10.6% | +0.2% | +10.4% | +10.6% |
| 30D | -4.5% | -13.4% | +8.9% | -1.6% |
| 3M | -10.3% | -24.2% | +13.9% | -5.1% |
| 6M | +40.9% | -3.3% | +44.2% | +41.8% |
| YTD | +56.1% | +19.8% | +36.3% | +49.9% |
| 1Y | +109.0% | +24.5% | +84.5% | +98.6% |
| 3Y | +288.8% | -9.6% | +298.5% | +289.8% |
| 5Y | +489.1% | +28.0% | +461.1% | +451.6% |
| 10Y | +3,041.8% | +735.3% | +2,306.5% | +2,076.4% |
| All | +155,812.1% | +32,863.2% | +122,948.9% | +58,167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling