+211.8%
GDXJ vs KHC
-54.5%
+266.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -6.2% | -2.5% | -3.7% | -5.8% |
| 30D | +4.6% | +0.5% | +4.1% | +4.5% |
| 3M | +31.3% | +3.0% | +28.2% | +30.1% |
| 6M | -10.7% | +6.6% | -17.3% | -12.1% |
| YTD | +9.1% | +5.8% | +3.3% | +7.4% |
| 1Y | +44.1% | -2.2% | +46.3% | +43.6% |
| 3Y | +285.4% | -12.5% | +297.9% | +288.1% |
| 5Y | +228.4% | -13.6% | +242.0% | +230.4% |
| All | +211.8% | -54.5% | +266.3% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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