-11.9%
ODFL vs KRMN
+17.6%
-29.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -3.3% | -11.8% | +8.5% | -2.4% |
| 30D | -15.3% | -43.0% | +27.7% | -12.0% |
| 3M | -27.3% | -28.8% | +1.5% | -25.9% |
| 6M | -4.5% | -66.3% | +61.9% | +3.2% |
| YTD | +15.1% | -51.8% | +66.9% | +17.4% |
| 1Y | +21.1% | -44.7% | +65.8% | +20.3% |
| All | -11.9% | +17.6% | -29.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 3y: compounded portfolio wealth divided by compounded KRMN 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…
3y analysis · Full analysis span regression · 6 months rolling