+79.5%
GDXJ vs KDP
+1,021.6%
-942.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | +17.9% | +6.0% | +11.9% | +16.6% |
| 3M | +15.3% | +9.2% | +6.1% | +13.2% |
| 6M | -9.4% | +14.7% | -24.1% | -12.0% |
| YTD | +13.4% | +19.2% | -5.8% | +9.4% |
| 1Y | +59.7% | +15.2% | +44.5% | +54.5% |
| 3Y | +283.6% | +6.0% | +277.6% | +274.2% |
| 5Y | +217.6% | +5.4% | +212.2% | +210.1% |
| 10Y | +225.7% | +171.9% | +53.8% | +159.4% |
| All | +79.5% | +1,021.6% | -942.1% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling