+238.1%
ODFL vs KEEL
+280.1%
-42.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | -0.4% |
| 7D | -2.8% | +2.7% | -5.5% | -2.9% |
| 30D | -13.7% | +4.6% | -18.2% | -14.0% |
| 3M | -23.4% | -34.5% | +11.1% | -22.4% |
| 6M | -7.2% | +59.3% | -66.4% | -10.4% |
| YTD | +15.6% | +46.4% | -30.8% | +11.5% |
| 1Y | +24.2% | +96.6% | -72.4% | +16.3% |
| 3Y | -12.8% | +182.0% | -194.7% | -22.5% |
| 5Y | +27.1% | -38.2% | +65.4% | +13.9% |
| All | +238.1% | +280.1% | -42.1% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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