+210.9%
DHI vs KEEL
+294.5%
-83.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.5% |
| 7D | -3.4% | +2.9% | -6.3% | -3.6% |
| 30D | -5.4% | +0.8% | -6.3% | -5.7% |
| 3M | -10.4% | -35.3% | +24.9% | -9.3% |
| 6M | -2.8% | +59.4% | -62.1% | -6.2% |
| YTD | -3.4% | +51.9% | -55.3% | -7.1% |
| 1Y | -22.9% | +75.0% | -97.9% | -27.4% |
| 3Y | +20.7% | +224.5% | -203.9% | +5.5% |
| 5Y | +62.1% | -35.9% | +98.0% | +45.0% |
| All | +210.9% | +294.5% | -83.6% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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