+258.1%
GDX vs KRE
+83.2%
+175.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | +1.9% | -1.1% | +2.9% | +2.0% |
| 30D | +9.9% | -3.4% | +13.3% | +10.4% |
| 3M | +28.2% | +3.7% | +24.5% | +27.2% |
| 6M | -2.9% | +14.8% | -17.7% | -5.0% |
| YTD | +16.0% | +14.7% | +1.3% | +13.4% |
| 1Y | +49.9% | +16.0% | +33.9% | +46.2% |
| All | +258.1% | +83.2% | +175.0% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling