+54.5%
GDXJ vs KEY
+18.3%
+36.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.9% | -0.3% | +1.3% | +1.1% |
| 30D | +8.8% | -3.3% | +12.1% | +9.8% |
| 3M | +29.8% | -0.7% | +30.6% | +29.5% |
| 6M | -5.8% | +12.5% | -18.3% | -9.7% |
| YTD | +13.6% | +8.4% | +5.2% | +10.2% |
| 1Y | +54.5% | +18.4% | +36.0% | +47.9% |
| All | +54.5% | +18.3% | +36.2% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling