+404.6%
DHI vs KEYS
+1,049.9%
-645.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.2% |
| 7D | -3.4% | +3.5% | -6.9% | -4.7% |
| 30D | -5.4% | -4.5% | -1.0% | -4.1% |
| 3M | -10.4% | -0.4% | -10.0% | -11.6% |
| 6M | -2.8% | +19.1% | -21.9% | -11.0% |
| YTD | -3.4% | +66.7% | -70.1% | -24.4% |
| 1Y | -22.9% | +96.5% | -119.4% | -44.0% |
| 3Y | +20.7% | +155.2% | -134.5% | -23.9% |
| 5Y | +62.1% | +88.0% | -25.9% | +14.4% |
| All | +404.6% | +1,049.9% | -645.3% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling