+285.7%
GDXJ vs KNX
+34.6%
+251.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -2.8% | -5.6% | +2.8% | -2.1% |
| 30D | +5.0% | -4.4% | +9.4% | +5.5% |
| 3M | +24.1% | -17.3% | +41.4% | +26.8% |
| 6M | -7.4% | +22.6% | -30.0% | -9.8% |
| YTD | +10.2% | +31.1% | -20.9% | +6.7% |
| 1Y | +42.5% | +60.2% | -17.7% | +35.5% |
| 3Y | +285.7% | +35.8% | +250.0% | +285.2% |
| All | +285.7% | +34.6% | +251.2% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling