+27.3%
ODFL vs KNX
+37.6%
-10.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.7% |
| 7D | -3.3% | -5.6% | +2.3% | +0.9% |
| 30D | -15.3% | -4.4% | -10.9% | -12.6% |
| 3M | -27.3% | -17.3% | -10.0% | -16.8% |
| 6M | -4.5% | +22.6% | -27.1% | -19.0% |
| YTD | +15.1% | +31.1% | -16.0% | -7.0% |
| 1Y | +21.1% | +60.2% | -39.1% | -16.5% |
| 3Y | -14.1% | +35.8% | -49.9% | -34.8% |
| All | +27.3% | +37.6% | -10.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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