-1.9%
KWEB vs ODFL
-13.7%
+11.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -5.6% | -3.3% | -2.3% | -5.2% |
| 30D | -10.7% | -15.3% | +4.6% | -8.8% |
| 3M | -7.4% | -27.3% | +19.9% | -3.7% |
| 6M | -19.3% | -4.5% | -14.8% | -19.4% |
| YTD | -27.8% | +15.1% | -42.9% | -30.3% |
| 1Y | -35.9% | +21.1% | -57.0% | -38.8% |
| 3Y | -1.9% | -14.1% | +12.2% | -3.5% |
| All | -1.9% | -13.7% | +11.8% | -3.5% |
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 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