+315.3%
GDX vs KHC
-55.4%
+370.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | +1.9% | -4.8% | +6.7% | +2.4% |
| 30D | +9.9% | +0.3% | +9.6% | +9.8% |
| 3M | +28.2% | +6.7% | +21.5% | +27.0% |
| 6M | -2.9% | +4.2% | -7.1% | -3.7% |
| YTD | +16.0% | +6.7% | +9.2% | +14.7% |
| 1Y | +49.9% | -1.4% | +51.3% | +49.4% |
| 3Y | +263.6% | -11.8% | +275.3% | +265.0% |
| 5Y | +233.6% | -13.4% | +246.9% | +235.8% |
| 10Y | +315.3% | -54.3% | +369.6% | +351.4% |
| All | +315.3% | -55.4% | +370.8% | +351.4% |
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