+540.7%
GDXJ vs KHC
-41.6%
+582.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +0.2% | -1.8% | +1.9% | +0.4% |
| 30D | +17.9% | -1.9% | +19.7% | +18.1% |
| 3M | +15.3% | +14.4% | +0.9% | +12.2% |
| 6M | -9.4% | +8.7% | -18.2% | -11.2% |
| YTD | +13.4% | +7.8% | +5.6% | +11.4% |
| 1Y | +59.7% | -1.5% | +61.2% | +59.0% |
| 3Y | +283.6% | -9.9% | +293.4% | +284.3% |
| 5Y | +217.6% | -10.7% | +228.3% | +217.9% |
| 10Y | +225.7% | -55.7% | +281.4% | +235.1% |
| All | +540.7% | -41.6% | +582.3% | +537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling