+281.6%
GDX vs KEEL
+309.9%
-28.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.9% | +19.3% | -17.4% | +1.0% |
| 30D | +9.9% | +9.1% | +0.8% | +9.4% |
| 3M | +28.2% | -31.5% | +59.7% | +29.7% |
| 6M | -2.9% | +75.8% | -78.7% | -5.9% |
| YTD | +16.0% | +57.9% | -41.9% | +12.6% |
| 1Y | +49.9% | +133.3% | -83.5% | +42.8% |
| 3Y | +263.6% | +204.1% | +59.5% | +235.2% |
| 5Y | +233.6% | -37.5% | +271.1% | +207.0% |
| All | +281.6% | +309.9% | -28.3% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling