+550.4%
ODFL vs KEY
+109.2%
+441.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -5.4% | +0.5% | -6.0% | -5.6% |
| 30D | -7.7% | +6.9% | -14.5% | -9.7% |
| 3M | -20.8% | -5.0% | -15.8% | -19.5% |
| 6M | -15.0% | +0.7% | -15.8% | -15.4% |
| YTD | +7.6% | +6.5% | +1.1% | +5.5% |
| 1Y | +22.7% | +22.6% | +0.1% | +14.9% |
| 3Y | -12.9% | +125.3% | -138.2% | -33.2% |
| 5Y | -0.1% | +13.9% | -14.0% | -8.9% |
| 10Y | +550.4% | +105.3% | +445.1% | +344.3% |
| All | +550.4% | +109.2% | +441.2% | +344.3% |
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