+59.4%
DHI vs KEY
+37.9%
+21.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.1% | -1.8% | -4.4% | -5.6% |
| 30D | -10.1% | -3.3% | -6.8% | -9.3% |
| 3M | -7.3% | -0.2% | -7.1% | -7.2% |
| 6M | -6.1% | +12.1% | -18.2% | -9.0% |
| YTD | -5.0% | +8.4% | -13.4% | -7.3% |
| 1Y | -22.1% | +17.6% | -39.8% | -25.7% |
| 3Y | +19.2% | +123.3% | -104.1% | -5.3% |
| 5Y | +59.4% | +39.5% | +19.9% | +48.5% |
| All | +59.4% | +37.9% | +21.5% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling