+249.6%
GDX vs KNX
+34.6%
+215.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -2.2% | -5.6% | +3.4% | -1.7% |
| 30D | +6.8% | -4.4% | +11.2% | +7.1% |
| 3M | +24.9% | -17.3% | +42.3% | +26.9% |
| 6M | -4.2% | +22.6% | -26.8% | -6.1% |
| YTD | +13.2% | +31.1% | -17.9% | +10.5% |
| 1Y | +40.2% | +60.2% | -20.0% | +35.2% |
| 3Y | +249.6% | +35.8% | +213.8% | +252.9% |
| All | +249.6% | +34.6% | +215.0% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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