+45.4%
GDXJ vs KEY
+543.0%
-497.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -7.4% | +6.7% | -14.2% | -8.2% |
| 3M | -11.9% | -4.6% | -7.3% | -11.4% |
| 6M | -19.3% | +2.6% | -21.9% | -19.6% |
| YTD | -8.1% | +7.0% | -15.1% | -8.9% |
| 1Y | +9.1% | +23.5% | -14.4% | +6.4% |
| 3Y | +236.2% | +126.4% | +109.8% | +203.1% |
| 5Y | +136.3% | +13.0% | +123.3% | +125.4% |
| 10Y | +256.9% | +99.5% | +157.4% | +196.6% |
| All | +45.4% | +543.0% | -497.6% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling