+24.8%
GDX vs KHC
+11.6%
+13.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.3% | +8.9% |
| 7D | +0.8% | +6.6% | -5.9% | +0.7% |
| 30D | -3.2% | +16.5% | -19.7% | -3.7% |
| 3M | +8.6% | -3.0% | +11.5% | +8.6% |
| 6M | -1.2% | +17.4% | -18.6% | -4.5% |
| YTD | -1.4% | +10.3% | -11.7% | -2.0% |
| 1Y | +24.8% | +12.5% | +12.3% | +22.1% |
| All | +24.8% | +11.6% | +13.2% | +22.1% |
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