+469.9%
GDX vs KHC
-42.6%
+512.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | +15.6% | -2.0% | +17.6% | +15.8% |
| 30D | +2.4% | +9.7% | -7.2% | +1.5% |
| 3M | +1.7% | -2.0% | +3.8% | +1.8% |
| 6M | -3.3% | +5.4% | -8.7% | -4.2% |
| YTD | +6.6% | +5.9% | +0.7% | +5.6% |
| 1Y | +27.0% | +7.5% | +19.5% | +25.5% |
| 3Y | +243.4% | -12.4% | +255.8% | +244.9% |
| 5Y | +194.2% | -15.8% | +210.0% | +196.5% |
| 10Y | +310.1% | -54.1% | +364.2% | +343.7% |
| All | +469.9% | -42.6% | +512.4% | +499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling