-10.2%
ODFL vs KEY
+135.1%
-145.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -6.3% | +2.2% | -8.5% | -7.3% |
| 30D | -13.6% | -3.0% | -10.6% | -12.3% |
| 3M | -24.2% | +3.3% | -27.5% | -25.5% |
| 6M | -13.8% | +9.2% | -23.0% | -17.5% |
| YTD | +19.0% | +10.6% | +8.4% | +13.4% |
| 1Y | +25.7% | +20.4% | +5.3% | +14.9% |
| All | -10.2% | +135.1% | -145.3% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling