+452.1%
KLAC vs GDX
+228.6%
+223.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +6.2% | +1.9% | +4.3% | +5.5% |
| 30D | -5.0% | +9.9% | -14.9% | -8.0% |
| 3M | -14.4% | +28.2% | -42.6% | -21.3% |
| 6M | +28.3% | -2.9% | +31.2% | +27.4% |
| YTD | +51.1% | +16.0% | +35.1% | +43.6% |
| 1Y | +100.4% | +49.9% | +50.5% | +78.3% |
| 3Y | +276.3% | +263.6% | +12.8% | +164.3% |
| 5Y | +452.1% | +233.6% | +218.5% | +280.1% |
| All | +452.1% | +228.6% | +223.4% | +280.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling