+746.5%
ODFL vs KEY
+167.1%
+579.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -14.3% | -3.3% | -11.0% | -13.3% |
| 3M | -26.7% | -0.7% | -26.0% | -26.6% |
| 6M | -7.5% | +12.5% | -20.0% | -11.1% |
| YTD | +16.5% | +8.4% | +8.1% | +13.6% |
| 1Y | +23.5% | +18.4% | +5.1% | +16.7% |
| 3Y | -12.1% | +123.3% | -135.4% | -32.8% |
| 5Y | +28.9% | +38.8% | -9.9% | +10.4% |
| 10Y | +746.5% | +169.3% | +577.2% | +434.9% |
| All | +746.5% | +167.1% | +579.4% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling