+21.8%
GDXJ vs KEEL
-45.0%
+66.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.1% | +13.7% | +10.5% |
| 7D | -0.2% | -13.6% | +13.4% | +2.6% |
| 30D | -7.6% | -39.1% | +31.5% | +2.2% |
| 3M | +2.3% | -48.9% | +51.2% | +16.1% |
| 6M | -7.8% | -35.4% | +27.6% | -3.4% |
| YTD | -8.4% | -10.6% | +2.3% | -13.7% |
| 1Y | +21.8% | -45.3% | +67.1% | +25.4% |
| All | +21.8% | -45.0% | +66.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling