+404.6%
DHI vs KEY
+172.4%
+232.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | -5.4% | -3.7% | -1.8% | -4.4% |
| 3M | -10.4% | -1.3% | -9.2% | -10.1% |
| 6M | -2.8% | +13.3% | -16.1% | -6.4% |
| YTD | -3.4% | +9.0% | -12.4% | -6.1% |
| 1Y | -22.9% | +18.7% | -41.6% | -27.1% |
| 3Y | +20.7% | +125.3% | -104.6% | -8.6% |
| 5Y | +62.1% | +40.2% | +21.9% | +36.8% |
| All | +404.6% | +172.4% | +232.1% | +216.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling