+25.7%
ODFL vs KIM
+9.1%
+16.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | -6.3% | -0.8% | -5.5% | -5.9% |
| 30D | -13.6% | -5.1% | -8.5% | -10.7% |
| 3M | -24.2% | -0.6% | -23.5% | -23.7% |
| 6M | -13.8% | +2.4% | -16.2% | -14.9% |
| YTD | +19.0% | +19.0% | 0.0% | +5.5% |
| 1Y | +25.7% | +8.4% | +17.3% | +15.6% |
| All | +25.7% | +9.1% | +16.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling