+150.8%
KRE vs ODFL
+3,744.7%
-3,593.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -1.4% | -2.8% | +1.4% | -0.1% |
| 30D | -3.9% | -13.7% | +9.8% | +2.8% |
| 3M | +3.6% | -23.4% | +27.0% | +16.8% |
| 6M | +15.4% | -7.2% | +22.5% | +17.6% |
| YTD | +15.2% | +15.6% | -0.4% | +4.6% |
| 1Y | +16.5% | +24.2% | -7.7% | +1.4% |
| 3Y | +85.2% | -12.8% | +97.9% | +84.2% |
| 5Y | +33.1% | +27.1% | +6.0% | +4.8% |
| 10Y | +123.1% | +739.9% | -616.9% | -34.7% |
| All | +150.8% | +3,744.7% | -3,593.9% | -72.7% |
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