+54.8%
GDX vs KHC
-3.0%
+57.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.2% |
| 7D | -0.4% | -3.3% | +2.9% | -0.4% |
| 30D | +18.6% | -3.4% | +22.0% | +18.5% |
| 3M | +14.9% | +12.6% | +2.3% | +12.7% |
| 6M | -6.3% | +7.0% | -13.3% | -7.5% |
| YTD | +15.7% | +6.1% | +9.6% | +15.0% |
| 1Y | +54.8% | -3.1% | +57.9% | +53.3% |
| All | +54.8% | -3.0% | +57.9% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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