+310.1%
GDX vs KDP
+235.7%
+74.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +15.6% | +0.3% | +15.2% | +15.5% |
| 30D | +2.4% | +16.3% | -13.9% | +0.6% |
| 3M | +1.7% | +24.0% | -22.2% | -0.8% |
| 6M | -3.3% | +30.0% | -33.3% | -6.5% |
| YTD | +6.6% | +36.1% | -29.4% | +2.5% |
| 1Y | +27.0% | +46.8% | -19.8% | +20.9% |
| 3Y | +243.4% | +30.5% | +212.9% | +230.0% |
| 5Y | +194.2% | +17.9% | +176.3% | +186.8% |
| 10Y | +310.1% | +239.3% | +70.9% | +249.4% |
| All | +310.1% | +235.7% | +74.4% | +249.4% |
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