+211.5%
GDX vs KR
+732.9%
-521.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +4.0% | -1.3% | +5.2% | +4.0% |
| 30D | +9.5% | +1.5% | +8.0% | +9.3% |
| 3M | +25.1% | -8.5% | +33.6% | +25.7% |
| 6M | -2.9% | -21.9% | +18.9% | -1.4% |
| YTD | +14.7% | -6.9% | +21.6% | +14.7% |
| 1Y | +47.4% | -14.0% | +61.4% | +48.3% |
| 3Y | +259.7% | +30.3% | +229.4% | +249.3% |
| 5Y | +227.7% | +37.7% | +189.9% | +216.0% |
| 10Y | +289.0% | +125.2% | +163.8% | +257.9% |
| All | +211.5% | +732.9% | -521.5% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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