+518.5%
GDX vs KHC
-41.6%
+560.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.4% | -1.8% | +1.4% | -0.2% |
| 30D | +18.6% | -1.9% | +20.5% | +18.8% |
| 3M | +14.9% | +14.4% | +0.5% | +13.0% |
| 6M | -6.3% | +8.7% | -15.0% | -7.4% |
| YTD | +15.7% | +7.8% | +7.9% | +14.4% |
| 1Y | +54.8% | -1.5% | +56.4% | +54.4% |
| 3Y | +253.4% | -9.9% | +263.3% | +254.1% |
| 5Y | +219.7% | -10.7% | +230.4% | +220.9% |
| 10Y | +300.2% | -55.7% | +355.9% | +334.0% |
| All | +518.5% | -41.6% | +560.0% | +549.4% |
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 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