+133.4%
KR vs ODFL
+742.1%
-608.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -0.2% | -3.3% | +3.1% | +0.1% |
| 30D | +5.1% | -15.3% | +20.3% | +6.7% |
| 3M | -8.2% | -27.3% | +19.2% | -5.4% |
| 6M | -18.0% | -4.5% | -13.5% | -18.0% |
| YTD | -4.8% | +15.1% | -19.9% | -7.0% |
| 1Y | -11.0% | +21.1% | -32.1% | -13.7% |
| 3Y | +37.7% | -14.1% | +51.8% | +37.1% |
| 5Y | +52.8% | +26.6% | +26.2% | +40.0% |
| All | +133.4% | +742.1% | -608.8% | +44.5% |
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