+63.2%
DHI vs KEEL
-34.6%
+97.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.4% |
| 7D | -3.4% | +2.9% | -6.3% | -3.6% |
| 30D | -5.4% | +0.8% | -6.3% | -5.8% |
| 3M | -10.4% | -35.3% | +24.9% | -8.7% |
| 6M | -2.8% | +59.4% | -62.1% | -8.4% |
| YTD | -3.4% | +51.9% | -55.3% | -9.4% |
| 1Y | -22.9% | +75.0% | -97.9% | -30.6% |
| 3Y | +20.7% | +224.5% | -203.9% | -7.4% |
| All | +63.2% | -34.6% | +97.8% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling