+236.3%
GDXJ vs KDP
+3.6%
+232.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.6% |
| 7D | +0.9% | -1.6% | +2.5% | +1.2% |
| 30D | +8.8% | +9.5% | -0.7% | +7.0% |
| 3M | +29.8% | +2.6% | +27.2% | +29.0% |
| 6M | -5.8% | +15.6% | -21.4% | -8.9% |
| YTD | +13.6% | +17.3% | -3.7% | +9.6% |
| 1Y | +54.5% | +20.1% | +34.4% | +47.8% |
| 3Y | +301.4% | +4.9% | +296.5% | +290.7% |
| 5Y | +236.3% | +5.0% | +231.3% | +236.2% |
| All | +236.3% | +3.6% | +232.7% | +236.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling