+245.2%
DHR vs KEY
+107.2%
+137.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | +6.4% | +6.7% | -0.3% | +4.9% |
| 3M | +13.6% | -4.6% | +18.2% | +14.6% |
| 6M | +41.9% | +2.6% | +39.3% | +40.9% |
| YTD | +3.4% | +7.0% | -3.6% | +1.7% |
| 1Y | +9.9% | +23.5% | -13.6% | +4.9% |
| 3Y | +21.6% | +126.4% | -104.8% | +1.6% |
| 5Y | -10.6% | +13.0% | -23.6% | -17.4% |
| 10Y | +245.2% | +99.5% | +145.7% | +187.5% |
| All | +245.2% | +107.2% | +137.9% | +187.5% |
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 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