+267.2%
KLAC vs GDXJ
+281.5%
-14.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.9% |
| 7D | +2.5% | -6.2% | +8.7% | +4.4% |
| 30D | -11.5% | +4.6% | -16.2% | -13.1% |
| 3M | -16.9% | +31.3% | -48.2% | -24.5% |
| 6M | +22.2% | -10.7% | +32.9% | +23.6% |
| YTD | +46.4% | +9.1% | +37.3% | +40.9% |
| 1Y | +91.0% | +44.1% | +46.9% | +71.0% |
| All | +267.2% | +281.5% | -14.3% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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