+326.3%
GDX vs KHC
-50.5%
+376.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.5% |
| 7D | -6.8% | +2.0% | -8.8% | -7.0% |
| 30D | -2.1% | +10.6% | -12.7% | -3.1% |
| 3M | -7.5% | +0.5% | -8.0% | -7.6% |
| 6M | -15.2% | +12.1% | -27.2% | -16.4% |
| YTD | -4.8% | +8.9% | -13.7% | -6.0% |
| 1Y | +6.7% | +7.5% | -0.8% | +5.5% |
| 3Y | +212.7% | -10.7% | +223.5% | +213.6% |
| 5Y | +151.7% | -13.2% | +164.8% | +153.0% |
| All | +326.3% | -50.5% | +376.7% | +341.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling