+258.1%
GDX vs KKR
+67.4%
+190.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.3% |
| 7D | +1.9% | -2.2% | +4.1% | +2.2% |
| 30D | +9.9% | +0.3% | +9.7% | +9.8% |
| 3M | +28.2% | +8.8% | +19.4% | +26.6% |
| 6M | -2.9% | +14.9% | -17.8% | -4.7% |
| YTD | +16.0% | -17.9% | +33.9% | +17.8% |
| 1Y | +49.9% | -23.7% | +73.6% | +53.4% |
| All | +258.1% | +67.4% | +190.8% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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