+203.9%
GDX vs KNX
+388.8%
-184.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | +6.6% | +1.0% | +5.5% | +6.3% |
| 3M | +30.1% | -12.6% | +42.7% | +32.3% |
| 6M | -7.1% | +21.1% | -28.2% | -10.1% |
| YTD | +12.0% | +33.2% | -21.2% | +6.8% |
| 1Y | +41.2% | +67.8% | -26.6% | +29.9% |
| 3Y | +251.0% | +37.3% | +213.7% | +227.0% |
| 5Y | +226.7% | +41.1% | +185.7% | +199.4% |
| 10Y | +301.0% | +170.6% | +130.4% | +209.9% |
| All | +203.9% | +388.8% | -184.8% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling