+114.2%
KMI vs ODFL
-13.7%
+127.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.7% | -3.3% | +1.6% | -1.5% |
| 30D | -2.7% | -15.3% | +12.5% | -1.8% |
| 3M | -0.7% | -27.3% | +26.6% | +1.2% |
| 6M | -5.0% | -4.5% | -0.5% | -5.2% |
| YTD | +15.5% | +15.1% | +0.3% | +12.9% |
| 1Y | +16.4% | +21.1% | -4.7% | +13.0% |
| 3Y | +114.2% | -14.1% | +128.3% | +114.3% |
| All | +114.2% | -13.7% | +127.9% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling