-0.1%
KMB vs ODFL
-2.0%
+2.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.9% |
| 7D | +6.0% | -5.4% | +11.5% | +6.6% |
| 30D | +13.5% | -7.7% | +21.2% | +14.4% |
| 3M | +3.8% | -20.8% | +24.6% | +6.2% |
| 6M | +15.6% | -15.0% | +30.6% | +17.2% |
| YTD | +14.0% | +7.6% | +6.4% | +12.8% |
| 1Y | +12.9% | +22.7% | -9.8% | +10.2% |
| 3Y | +3.7% | -12.9% | +16.6% | +2.8% |
| 5Y | -0.1% | -0.1% | 0.0% | -5.3% |
| All | -0.1% | -2.0% | +2.0% | -5.3% |
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