+249.6%
GDX vs KEEL
+197.5%
+52.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.7% |
| 7D | -2.2% | +2.9% | -5.1% | -2.5% |
| 30D | +6.8% | +0.8% | +5.9% | +6.4% |
| 3M | +24.9% | -35.3% | +60.3% | +28.4% |
| 6M | -4.2% | +59.4% | -63.6% | -9.3% |
| YTD | +13.2% | +51.9% | -38.7% | +6.8% |
| 1Y | +40.2% | +75.0% | -34.8% | +30.1% |
| 3Y | +249.6% | +224.5% | +25.0% | +193.7% |
| All | +249.6% | +197.5% | +52.1% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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