+1,326.2%
KMB vs ODFL
+32,662.3%
-31,336.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | -6.3% | +3.2% | -2.7% |
| 30D | -5.5% | -13.6% | +8.1% | -4.7% |
| 3M | +14.0% | -24.2% | +38.2% | +15.8% |
| 6M | +4.1% | -13.8% | +17.9% | +4.8% |
| YTD | +8.0% | +19.0% | -11.0% | +6.7% |
| 1Y | -13.7% | +25.7% | -39.4% | -15.2% |
| 3Y | -5.9% | -13.1% | +7.2% | -6.2% |
| 5Y | -8.6% | +26.7% | -35.3% | -11.5% |
| 10Y | +17.3% | +721.5% | -704.2% | +2.1% |
| All | +1,326.2% | +32,662.3% | -31,336.1% | +929.9% |
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