+24.8%
GDX vs KEY
+29.6%
-4.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.1% |
| 30D | -3.2% | +6.8% | -10.0% | -5.9% |
| 3M | +8.6% | -5.8% | +14.4% | +11.0% |
| 6M | -1.2% | +1.4% | -2.7% | -3.0% |
| YTD | -1.4% | +7.5% | -8.9% | -7.1% |
| 1Y | +24.8% | +29.6% | -4.8% | +11.3% |
| All | +24.8% | +29.6% | -4.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling