+44,400.4%
ODFL vs KMX
+450.6%
+43,949.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.5% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -13.4% | +4.1% | -17.5% | -14.3% |
| 3M | -24.2% | +27.5% | -51.7% | -28.3% |
| 6M | -3.3% | +43.6% | -46.9% | -11.3% |
| YTD | +19.8% | +56.8% | -37.0% | +7.8% |
| 1Y | +24.5% | -1.3% | +25.8% | +21.6% |
| 3Y | -9.6% | -25.4% | +15.8% | -7.7% |
| 5Y | +28.0% | -53.9% | +81.9% | +40.4% |
| 10Y | +735.3% | +0.7% | +734.6% | +667.7% |
| All | +44,400.4% | +450.6% | +43,949.8% | +36,909.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling