+231.2%
GDXJ vs KEY
+96.4%
+134.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -8.1% | +2.9% | -11.0% | -8.3% |
| 30D | -5.5% | +8.4% | -13.9% | -6.1% |
| 3M | -14.6% | -5.8% | -8.8% | -14.1% |
| 6M | -23.2% | +5.4% | -28.7% | -23.6% |
| YTD | -13.0% | +7.1% | -20.0% | -13.5% |
| 1Y | +2.8% | +26.8% | -24.1% | +0.8% |
| 3Y | +221.5% | +128.7% | +92.8% | +200.0% |
| 5Y | +123.4% | +13.6% | +109.7% | +115.0% |
| All | +231.2% | +96.4% | +134.8% | +216.2% |
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