+233.2%
GDXJ vs KDP
+238.8%
-5.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -7.4% | +2.7% | -3.7% |
| 7D | -4.9% | -4.0% | -0.9% | -4.4% |
| 30D | -10.0% | +8.5% | -18.4% | -10.9% |
| 3M | -16.6% | +20.7% | -37.3% | -18.6% |
| 6M | -23.3% | +23.2% | -46.5% | -25.5% |
| YTD | -12.4% | +30.5% | -42.9% | -15.7% |
| 1Y | +0.5% | +35.9% | -35.4% | -3.8% |
| 3Y | +220.5% | +24.8% | +195.7% | +208.3% |
| 5Y | +124.7% | +13.4% | +111.3% | +119.7% |
| All | +233.2% | +238.8% | -5.6% | +214.9% |
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