+13.5%
KMB vs ODFL
+742.1%
-728.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -6.5% | -3.3% | -3.2% | -6.1% |
| 30D | -8.8% | -15.3% | +6.5% | -7.0% |
| 3M | -2.2% | -27.3% | +25.1% | +1.6% |
| 6M | +0.7% | -4.5% | +5.1% | +0.9% |
| YTD | +1.0% | +15.1% | -14.1% | -1.3% |
| 1Y | -20.3% | +21.1% | -41.4% | -22.7% |
| 3Y | -13.3% | -14.1% | +0.8% | -13.7% |
| 5Y | -12.9% | +26.6% | -39.5% | -20.1% |
| All | +13.5% | +742.1% | -728.7% | -9.6% |
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 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