-13.1%
ODFL vs KGC
+548.3%
-561.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -14.3% | +10.5% | -24.7% | -14.5% |
| 3M | -26.7% | +19.8% | -46.5% | -27.1% |
| 6M | -7.5% | -6.7% | -0.8% | -7.7% |
| YTD | +16.5% | +7.8% | +8.8% | +16.2% |
| 1Y | +23.5% | +35.7% | -12.1% | +23.1% |
| All | -13.1% | +548.3% | -561.3% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling