+240.1%
GDXJ vs KEY
+167.1%
+73.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | +8.8% | -3.3% | +12.1% | +9.1% |
| 3M | +29.8% | -0.7% | +30.6% | +29.9% |
| 6M | -5.8% | +12.5% | -18.3% | -6.7% |
| YTD | +13.6% | +8.4% | +5.2% | +12.8% |
| 1Y | +54.5% | +18.4% | +36.0% | +52.3% |
| 3Y | +301.4% | +123.3% | +178.0% | +275.5% |
| 5Y | +236.3% | +38.8% | +197.5% | +220.5% |
| 10Y | +240.1% | +169.3% | +70.8% | +191.6% |
| All | +240.1% | +167.1% | +73.0% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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