+224.1%
GDX vs KNX
+37.6%
+186.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -2.2% | -5.6% | +3.4% | -1.5% |
| 30D | +6.8% | -4.4% | +11.2% | +7.3% |
| 3M | +24.9% | -17.3% | +42.3% | +27.6% |
| 6M | -4.2% | +22.6% | -26.8% | -6.9% |
| YTD | +13.2% | +31.1% | -17.9% | +9.1% |
| 1Y | +40.2% | +60.2% | -20.0% | +31.9% |
| 3Y | +249.6% | +35.8% | +213.8% | +232.2% |
| All | +224.1% | +37.6% | +186.5% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling