+215.1%
GDXJ vs KDP
+172.7%
+42.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.8% | -3.7% | +0.9% | -2.3% |
| 30D | +5.0% | +6.2% | -1.2% | +4.0% |
| 3M | +24.1% | +1.2% | +22.8% | +23.7% |
| 6M | -7.4% | +15.3% | -22.7% | -9.6% |
| YTD | +10.2% | +14.8% | -4.6% | +7.7% |
| 1Y | +42.5% | +17.6% | +24.9% | +38.4% |
| 3Y | +285.7% | +2.1% | +283.6% | +280.4% |
| 5Y | +231.9% | +2.7% | +229.1% | +228.1% |
| All | +215.1% | +172.7% | +42.4% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling