+726.7%
ODFL vs KEYS
+1,113.8%
-387.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -2.2% |
| 7D | -3.3% | +3.5% | -6.8% | -4.8% |
| 30D | -15.3% | -4.5% | -10.8% | -13.8% |
| 3M | -27.3% | -0.4% | -26.9% | -28.2% |
| 6M | -4.5% | +19.1% | -23.6% | -13.7% |
| YTD | +15.1% | +66.7% | -51.5% | -12.5% |
| 1Y | +21.1% | +96.5% | -75.4% | -15.5% |
| 3Y | -14.1% | +155.2% | -169.3% | -47.8% |
| 5Y | +26.6% | +88.0% | -61.4% | -13.1% |
| 10Y | +736.4% | +1,046.8% | -310.4% | +169.9% |
| All | +726.7% | +1,113.8% | -387.1% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling