+296.0%
GDX vs KRE
+124.8%
+171.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.2% | -1.8% | -0.4% | -2.1% |
| 30D | +6.8% | -4.5% | +11.2% | +6.9% |
| 3M | +24.9% | +2.7% | +22.2% | +24.7% |
| 6M | -4.2% | +16.9% | -21.1% | -4.9% |
| YTD | +13.2% | +15.4% | -2.1% | +12.4% |
| 1Y | +40.2% | +16.1% | +24.1% | +39.2% |
| 3Y | +249.6% | +85.7% | +163.9% | +239.8% |
| 5Y | +230.4% | +33.3% | +197.1% | +224.0% |
| All | +296.0% | +124.8% | +171.2% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling