-10.3%
ODFL vs KVYO
-55.5%
+45.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -3.3% | -12.1% | +8.8% | -1.6% |
| 30D | -15.3% | -5.2% | -10.1% | -15.0% |
| 3M | -27.3% | +14.5% | -41.8% | -29.3% |
| 6M | -4.5% | -17.6% | +13.1% | -5.1% |
| YTD | +15.1% | -49.6% | +64.8% | +24.3% |
| 1Y | +21.1% | -48.6% | +69.6% | +29.1% |
| All | -10.3% | -55.5% | +45.2% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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