+21.9%
ODFL vs KEYS
+45.0%
-23.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.8% | +3.9% | -3.5% |
| 7D | -1.0% | -21.0% | +20.0% | +2.5% |
| 30D | -4.2% | -32.8% | +28.6% | +1.9% |
| 3M | -20.7% | -22.4% | +1.7% | -18.0% |
| 6M | -12.8% | -26.8% | +14.0% | -9.1% |
| YTD | +9.2% | +28.3% | -19.0% | -2.1% |
| 1Y | +21.9% | +40.2% | -18.3% | +6.3% |
| All | +21.9% | +45.0% | -23.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling