Do you dye your hair yourself, or at the hairdressers?
I used to have the problem of my hair not holding dyes for very long (even permanents) and I was using the shop bought dyes.
I switched to the dyes you mix up yourself with developer (the same type hairdressers use), from a hair wholesale shop, they have been fantastic.
I'm lucky enough to have a hairdresser friend who taught me though.
Apparently every time you dye your hair with a permanent you are stripping the colour from inside the shaft and putting a new colour in. Whereas a semi just coats the outside of the hair shaft.
So dying your hair permanent, (if its using the same colour!) every 4 weeks, may not be as effective as you think, as you are restripping your hair each time.