-10.8%
ODFL vs KRMN
+17.4%
-28.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.3% | +8.6% | -1.9% |
| 7D | -3.0% | -12.9% | +9.9% | -2.1% |
| 30D | -14.3% | -43.3% | +29.1% | -10.9% |
| 3M | -26.7% | -27.2% | +0.5% | -25.5% |
| 6M | -7.5% | -66.8% | +59.3% | 0.0% |
| YTD | +16.5% | -51.9% | +68.4% | +18.9% |
| 1Y | +23.5% | -43.7% | +67.2% | +22.5% |
| All | -10.8% | +17.4% | -28.2% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling