+185.4%
GDX vs KHC
-16.5%
+201.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.6% |
| 7D | +13.6% | +1.1% | +12.5% | +13.5% |
| 30D | +2.5% | +12.0% | -9.5% | +0.7% |
| 3M | +4.4% | +0.2% | +4.2% | +4.2% |
| 6M | -5.2% | +10.3% | -15.6% | -7.6% |
| YTD | +2.1% | +6.7% | -4.6% | +0.2% |
| 1Y | +24.7% | +10.9% | +13.8% | +21.4% |
| 3Y | +211.3% | -12.6% | +223.9% | +213.0% |
| All | +185.4% | -16.5% | +201.9% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling