+74.5%
GDXJ vs KNX
+417.3%
-342.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -2.8% | -5.6% | +2.8% | -1.9% |
| 30D | +5.0% | -4.4% | +9.4% | +5.6% |
| 3M | +24.1% | -17.3% | +41.4% | +27.5% |
| 6M | -7.4% | +22.6% | -30.0% | -10.7% |
| YTD | +10.2% | +31.1% | -20.9% | +5.0% |
| 1Y | +42.5% | +60.2% | -17.7% | +31.4% |
| 3Y | +285.7% | +35.8% | +250.0% | +258.8% |
| 5Y | +231.9% | +38.9% | +192.9% | +203.8% |
| 10Y | +230.0% | +166.5% | +63.5% | +156.9% |
| All | +74.5% | +417.3% | -342.8% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling