+326.3%
GDX vs KRE
+86.5%
+239.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.8% | +0.7% | -7.6% | -6.8% |
| 30D | -2.1% | +6.1% | -8.2% | -2.4% |
| 3M | -7.5% | -5.9% | -1.6% | -7.3% |
| 6M | -15.2% | +9.6% | -24.8% | -15.6% |
| YTD | -4.8% | +14.2% | -19.0% | -5.5% |
| 1Y | +6.7% | +22.5% | -15.8% | +5.7% |
| 3Y | +212.7% | +90.4% | +122.4% | +202.9% |
| 5Y | +151.7% | +11.9% | +139.8% | +146.3% |
| All | +326.3% | +86.5% | +239.7% | +342.6% |
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