+48.3%
GDX vs KHC
-0.7%
+49.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +4.0% | -2.2% | +6.2% | +3.9% |
| 30D | +9.5% | -0.1% | +9.6% | +9.4% |
| 3M | +25.1% | +8.3% | +16.7% | +23.8% |
| 6M | -2.9% | +5.0% | -7.9% | -3.8% |
| YTD | +14.7% | +8.0% | +6.7% | +14.0% |
| All | +48.3% | -0.7% | +49.0% | +45.2% |
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