+27.1%
ODFL vs KMX
-54.8%
+81.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.8% | -3.4% | +0.6% | -1.7% |
| 30D | -13.7% | +4.0% | -17.7% | -14.9% |
| 3M | -23.4% | +24.8% | -48.1% | -29.5% |
| 6M | -7.2% | +43.6% | -50.8% | -19.6% |
| YTD | +15.6% | +56.6% | -41.0% | -3.0% |
| 1Y | +24.2% | +2.2% | +21.9% | +18.2% |
| 3Y | -12.8% | -25.4% | +12.7% | -9.4% |
| 5Y | +27.1% | -55.0% | +82.1% | +45.4% |
| All | +27.1% | -54.8% | +81.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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