+24.2%
ODFL vs KIM
+9.4%
+14.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | -2.8% | -1.5% | -1.3% | -1.9% |
| 30D | -13.7% | -1.7% | -12.0% | -12.8% |
| 3M | -23.4% | -7.1% | -16.2% | -19.6% |
| 6M | -7.2% | +2.9% | -10.0% | -8.5% |
| YTD | +15.6% | +18.8% | -3.2% | +2.8% |
| 1Y | +24.2% | +9.4% | +14.7% | +13.5% |
| All | +24.2% | +9.4% | +14.7% | +13.5% |
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