+228.2%
GDX vs KRE
+154.6%
+73.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | +18.6% | -2.7% | +21.3% | +19.0% |
| 3M | +14.9% | +8.2% | +6.7% | +13.6% |
| 6M | -6.3% | +12.8% | -19.1% | -7.7% |
| YTD | +15.7% | +17.5% | -1.8% | +13.2% |
| 1Y | +54.8% | +16.6% | +38.3% | +51.4% |
| 3Y | +253.4% | +79.5% | +174.0% | +223.5% |
| 5Y | +219.7% | +32.4% | +187.2% | +201.0% |
| 10Y | +300.2% | +124.1% | +176.1% | +230.4% |
| All | +228.2% | +154.6% | +73.6% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling