+108.8%
KMI vs ODFL
+2,670.7%
-2,561.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | -1.7% | -13.7% | +12.0% | +1.9% |
| 3M | -1.9% | -23.4% | +21.5% | +4.5% |
| 6M | -4.3% | -7.2% | +2.8% | -3.8% |
| YTD | +15.8% | +15.6% | +0.2% | +8.9% |
| 1Y | +17.6% | +24.2% | -6.6% | +7.9% |
| 3Y | +113.1% | -12.8% | +125.9% | +107.9% |
| 5Y | +154.0% | +27.1% | +126.9% | +109.5% |
| 10Y | +133.1% | +739.9% | -606.8% | -2.8% |
| All | +108.8% | +2,670.7% | -2,561.9% | -40.6% |
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