+211.3%
GDX vs KHC
-12.7%
+224.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.3% |
| 7D | +13.6% | +1.1% | +12.5% | +13.6% |
| 30D | +2.5% | +12.0% | -9.5% | +1.7% |
| 3M | +4.4% | +0.2% | +4.2% | +4.3% |
| 6M | -5.2% | +10.3% | -15.6% | -6.6% |
| YTD | +2.1% | +6.7% | -4.6% | +1.1% |
| 1Y | +24.7% | +10.9% | +13.8% | +23.0% |
| 3Y | +211.3% | -12.6% | +223.9% | +175.4% |
| All | +211.3% | -12.7% | +224.0% | +175.4% |
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