+263.6%
GDX vs KHC
-10.5%
+274.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.4% | -1.8% | +1.4% | -0.3% |
| 30D | +18.6% | -1.9% | +20.5% | +18.7% |
| 3M | +14.9% | +14.4% | +0.5% | +12.7% |
| 6M | -6.3% | +8.7% | -15.0% | -7.6% |
| YTD | +15.7% | +7.8% | +7.9% | +14.4% |
| 1Y | +54.8% | -1.5% | +56.4% | +54.4% |
| All | +263.6% | -10.5% | +274.0% | +256.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling