-1.4%
ODFL vs KGC
+236.1%
-237.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.0% |
| 7D | +0.6% | -4.1% | +4.7% | +1.0% |
| 30D | -6.3% | -11.6% | +5.4% | -5.4% |
| 3M | -19.1% | -24.5% | +5.4% | -17.4% |
| 6M | -9.9% | -34.6% | +24.6% | -7.2% |
| YTD | +9.9% | -26.2% | +36.1% | +11.5% |
| 1Y | +24.4% | -20.1% | +44.5% | +25.2% |
| 3Y | -11.0% | +312.4% | -323.4% | -29.5% |
| 5Y | -1.4% | +224.9% | -226.3% | -24.8% |
| All | -1.4% | +236.1% | -237.5% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling