+211.3%
GDX vs KDP
+28.7%
+182.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +13.6% | +2.2% | +11.4% | +13.3% |
| 30D | +2.5% | +19.9% | -17.4% | +0.9% |
| 3M | +4.4% | +21.5% | -17.1% | +2.7% |
| 6M | -5.2% | +30.1% | -35.3% | -7.5% |
| YTD | +2.1% | +34.9% | -32.8% | -0.4% |
| 1Y | +24.7% | +43.4% | -18.7% | +20.7% |
| 3Y | +211.3% | +29.1% | +182.2% | +197.2% |
| All | +211.3% | +28.7% | +182.6% | +197.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling