+327.3%
GDX vs KDP
+238.8%
+88.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.4% | +3.4% | -3.1% |
| 7D | -4.6% | -4.0% | -0.6% | -4.1% |
| 30D | -6.2% | +8.5% | -14.6% | -7.0% |
| 3M | -10.0% | +20.7% | -30.7% | -11.9% |
| 6M | -15.8% | +23.2% | -38.9% | -17.8% |
| YTD | -4.6% | +30.5% | -35.1% | -7.6% |
| 1Y | +4.0% | +35.9% | -31.8% | +0.2% |
| 3Y | +211.1% | +24.8% | +186.3% | +201.2% |
| 5Y | +152.3% | +13.4% | +138.9% | +147.5% |
| All | +327.3% | +238.8% | +88.5% | +303.0% |
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