+157.8%
GDX vs KDP
+1,132.0%
-974.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | +18.6% | +6.0% | +12.6% | +17.2% |
| 3M | +14.9% | +9.2% | +5.7% | +12.6% |
| 6M | -6.3% | +14.7% | -20.9% | -9.2% |
| YTD | +15.7% | +19.2% | -3.5% | +11.2% |
| 1Y | +54.8% | +15.2% | +39.7% | +49.3% |
| 3Y | +253.4% | +6.0% | +247.5% | +243.9% |
| 5Y | +219.7% | +5.4% | +214.2% | +210.5% |
| 10Y | +300.2% | +171.9% | +128.3% | +203.9% |
| All | +157.8% | +1,132.0% | -974.2% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling