+28.0%
ODFL vs KEY
+39.4%
-11.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | +0.2% | +2.7% | -2.6% | -1.0% |
| 30D | -13.4% | -3.2% | -10.2% | -12.3% |
| 3M | -24.2% | +1.0% | -25.1% | -24.5% |
| 6M | -3.3% | +11.9% | -15.2% | -7.5% |
| YTD | +19.8% | +8.7% | +11.1% | +16.1% |
| 1Y | +24.5% | +18.5% | +6.1% | +16.7% |
| 3Y | -9.6% | +124.0% | -133.6% | -31.9% |
| 5Y | +28.0% | +40.8% | -12.8% | +21.6% |
| All | +28.0% | +39.4% | -11.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling