+79.5%
GDXJ vs KEY
+565.2%
-485.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +0.2% | +2.2% | -2.0% | -0.1% |
| 30D | +17.9% | -3.0% | +20.9% | +18.3% |
| 3M | +15.3% | +3.3% | +12.0% | +14.8% |
| 6M | -9.4% | +9.2% | -18.6% | -10.4% |
| YTD | +13.4% | +10.6% | +2.8% | +12.0% |
| 1Y | +59.7% | +20.4% | +39.3% | +56.1% |
| 3Y | +283.6% | +121.8% | +161.7% | +245.9% |
| 5Y | +217.6% | +41.1% | +176.5% | +195.1% |
| 10Y | +225.7% | +168.5% | +57.1% | +155.0% |
| All | +79.5% | +565.2% | -485.7% | -0.4% |
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