+185.4%
GDX vs KDP
+14.9%
+170.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +13.6% | +2.2% | +11.4% | +13.2% |
| 30D | +2.5% | +19.9% | -17.4% | -0.6% |
| 3M | +4.4% | +21.5% | -17.1% | +1.0% |
| 6M | -5.2% | +30.1% | -35.3% | -9.8% |
| YTD | +2.1% | +34.9% | -32.8% | -3.5% |
| 1Y | +24.7% | +43.4% | -18.7% | +16.3% |
| 3Y | +211.3% | +29.1% | +182.2% | +190.4% |
| All | +185.4% | +14.9% | +170.4% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling