+216.3%
DHR vs KEY
+167.9%
+48.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -0.8% | +2.7% | -3.6% | -1.4% |
| 30D | +0.2% | -3.2% | +3.4% | +0.8% |
| 3M | +12.1% | +1.0% | +11.1% | +11.8% |
| 6M | +5.4% | +11.9% | -6.4% | +2.9% |
| YTD | -10.0% | +8.7% | -18.7% | -11.7% |
| 1Y | +4.1% | +18.5% | -14.4% | +0.1% |
| 3Y | -5.2% | +124.0% | -129.1% | -20.7% |
| 5Y | -28.2% | +40.8% | -69.0% | -36.2% |
| All | +216.3% | +167.9% | +48.5% | +134.8% |
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