+723.3%
ODFL vs KGC
+692.5%
+30.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | -2.8% | -8.4% | +5.6% | -2.4% |
| 30D | -13.7% | +6.3% | -20.0% | -14.0% |
| 3M | -23.4% | +22.4% | -45.8% | -24.3% |
| 6M | -7.2% | -11.4% | +4.3% | -6.9% |
| YTD | +15.6% | +3.1% | +12.5% | +14.8% |
| 1Y | +24.2% | +26.6% | -2.4% | +21.8% |
| 3Y | -12.8% | +525.6% | -538.3% | -23.2% |
| 5Y | +27.1% | +451.7% | -424.5% | +10.9% |
| All | +723.3% | +692.5% | +30.8% | +643.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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