-2.9%
GDX vs KWEB
-16.7%
+13.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.4% |
| 7D | +1.9% | -3.6% | +5.5% | +4.0% |
| 30D | +9.9% | -14.9% | +24.8% | +21.0% |
| 3M | +28.2% | -5.4% | +33.6% | +31.0% |
| 6M | -2.9% | -18.9% | +16.0% | +18.9% |
| All | -2.9% | -16.7% | +13.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 6mo: compounded portfolio wealth divided by compounded KWEB 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…
6mo analysis · Full analysis span regression · 6 months rolling