+6.7%
GDX vs KRE
+21.5%
-14.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.8% | +0.7% | -7.6% | -7.0% |
| 30D | -2.1% | +6.1% | -8.2% | -3.7% |
| 3M | -7.5% | -5.9% | -1.6% | -6.3% |
| 6M | -15.2% | +9.6% | -24.8% | -18.9% |
| YTD | -4.8% | +14.2% | -19.0% | -11.0% |
| 1Y | +6.7% | +22.5% | -15.8% | -1.3% |
| All | +6.7% | +21.5% | -14.8% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling