+289.0%
GDX vs KDP
+175.4%
+113.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +4.0% | +2.1% | +1.9% | +3.7% |
| 30D | +9.5% | +8.5% | +1.0% | +8.4% |
| 3M | +25.1% | +6.6% | +18.5% | +23.9% |
| 6M | -2.9% | +17.1% | -20.0% | -5.1% |
| YTD | +14.7% | +19.0% | -4.3% | +11.9% |
| 1Y | +47.4% | +21.8% | +25.6% | +43.0% |
| 3Y | +259.7% | +6.4% | +253.2% | +253.7% |
| 5Y | +227.7% | +5.1% | +222.5% | +223.4% |
| 10Y | +289.0% | +175.8% | +113.1% | +256.4% |
| All | +289.0% | +175.4% | +113.6% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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