+298.6%
KLAC vs GDX
+154.6%
+143.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.1% |
| 7D | +21.2% | -4.6% | +25.7% | +22.9% |
| 30D | -14.5% | -6.2% | -8.3% | -13.1% |
| 3M | -24.4% | -10.0% | -14.4% | -22.6% |
| 6M | -12.9% | -15.8% | +2.8% | -9.7% |
| YTD | +29.9% | -4.6% | +34.5% | +30.3% |
| 1Y | +31.9% | +4.0% | +27.9% | +29.3% |
| 3Y | +201.5% | +211.1% | -9.6% | +119.6% |
| 5Y | +298.6% | +152.3% | +146.3% | +206.6% |
| All | +298.6% | +154.6% | +143.9% | +206.6% |
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