+285.7%
GDXJ vs KEEL
+197.5%
+88.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.6% |
| 7D | -2.8% | +2.9% | -5.7% | -3.2% |
| 30D | +5.0% | +0.8% | +4.1% | +4.6% |
| 3M | +24.1% | -35.3% | +59.4% | +28.5% |
| 6M | -7.4% | +59.4% | -66.7% | -13.5% |
| YTD | +10.2% | +51.9% | -41.7% | +2.7% |
| 1Y | +42.5% | +75.0% | -32.5% | +29.9% |
| 3Y | +285.7% | +224.5% | +61.2% | +216.3% |
| All | +285.7% | +197.5% | +88.2% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling