+121.9%
KRE vs ODFL
+742.1%
-620.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.8% | -3.3% | +1.5% | -0.4% |
| 30D | -4.5% | -15.3% | +10.8% | +2.6% |
| 3M | +2.7% | -27.3% | +30.1% | +17.8% |
| 6M | +16.9% | -4.5% | +21.3% | +17.3% |
| YTD | +15.4% | +15.1% | +0.2% | +5.3% |
| 1Y | +16.1% | +21.1% | -5.0% | +2.8% |
| 3Y | +85.7% | -14.1% | +99.8% | +86.4% |
| 5Y | +33.3% | +26.6% | +6.7% | +5.5% |
| All | +121.9% | +742.1% | -620.2% | -40.0% |
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