+152.3%
GDX vs KRE
+11.1%
+141.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -6.2% | +5.0% | -11.2% | -6.7% |
| 3M | -10.0% | -5.7% | -4.3% | -9.4% |
| 6M | -15.8% | +7.5% | -23.3% | -16.6% |
| YTD | -4.6% | +13.8% | -18.4% | -6.2% |
| 1Y | +4.0% | +20.7% | -16.7% | +1.7% |
| 3Y | +211.1% | +90.1% | +121.0% | +182.8% |
| 5Y | +152.3% | +11.5% | +140.7% | +138.1% |
| All | +152.3% | +11.1% | +141.2% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling