+30,105.8%
ODFL vs KIM
+3,319.9%
+26,785.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -5.3% | +14.1% | -19.4% | -9.6% |
| 3M | -19.0% | +6.0% | -25.0% | -20.7% |
| 6M | -7.5% | +13.2% | -20.7% | -11.5% |
| YTD | +11.8% | +30.4% | -18.6% | +1.8% |
| 1Y | +29.7% | +31.0% | -1.4% | +17.9% |
| 3Y | -9.1% | +67.6% | -76.8% | -24.4% |
| 5Y | +0.2% | +35.8% | -35.5% | -10.5% |
| 10Y | +566.3% | +63.7% | +502.6% | +396.1% |
| All | +30,105.8% | +3,319.9% | +26,785.9% | +18,053.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling