+205.0%
KLAC vs GDX
+212.3%
-7.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.0% |
| 7D | +21.2% | -4.6% | +25.7% | +23.0% |
| 30D | -14.5% | -6.2% | -8.3% | -12.9% |
| 3M | -24.4% | -10.0% | -14.4% | -22.4% |
| 6M | -12.9% | -15.8% | +2.8% | -9.5% |
| YTD | +29.9% | -4.6% | +34.5% | +30.7% |
| 1Y | +31.9% | +4.0% | +27.9% | +29.4% |
| All | +205.0% | +212.3% | -7.4% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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