+32,066.6%
ODFL vs KIM
+3,058.9%
+29,007.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -13.6% | -4.0% | -9.6% | -12.4% |
| 3M | -24.2% | +0.5% | -24.7% | -24.4% |
| 6M | -13.8% | +3.6% | -17.4% | -14.9% |
| YTD | +19.0% | +20.4% | -1.4% | +11.5% |
| 1Y | +25.7% | +9.7% | +16.0% | +21.6% |
| 3Y | -13.1% | +46.0% | -59.1% | -24.3% |
| 5Y | +26.7% | +34.4% | -7.8% | +13.3% |
| 10Y | +721.5% | +29.3% | +692.2% | +564.8% |
| All | +32,066.6% | +3,058.9% | +29,007.6% | +19,778.1% |
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