+0.1%
ODFL vs KIM
+36.8%
-36.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -5.0% | -1.0% | -4.0% | -4.3% |
| 30D | -6.3% | +14.8% | -21.1% | -13.9% |
| 3M | -18.5% | +8.1% | -26.6% | -22.4% |
| 6M | -12.4% | +11.7% | -24.0% | -18.3% |
| YTD | +9.2% | +30.7% | -21.5% | -7.6% |
| 1Y | +23.0% | +29.7% | -6.8% | +4.5% |
| 3Y | -11.6% | +65.1% | -76.7% | -36.2% |
| 5Y | +0.1% | +34.7% | -34.5% | -16.7% |
| All | +0.1% | +36.8% | -36.6% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling