+559.3%
DHR vs KEYS
+1,113.8%
-554.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.4% |
| 7D | -3.6% | +3.5% | -7.1% | -4.6% |
| 30D | -2.7% | -4.5% | +1.7% | -1.7% |
| 3M | +10.9% | -0.4% | +11.3% | +9.4% |
| 6M | +3.0% | +19.1% | -16.1% | -5.0% |
| YTD | -12.2% | +66.7% | -78.9% | -28.8% |
| 1Y | +3.3% | +96.5% | -93.2% | -21.4% |
| 3Y | -8.2% | +155.2% | -163.4% | -37.7% |
| 5Y | -29.9% | +88.0% | -117.9% | -48.1% |
| 10Y | +208.5% | +1,046.8% | -838.3% | +42.0% |
| All | +559.3% | +1,113.8% | -554.5% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling