+121.9%
KRE vs GDXJ
+237.3%
-115.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | -1.8% | -2.8% | +1.0% | -1.7% |
| 30D | -4.5% | +5.0% | -9.5% | -4.9% |
| 3M | +2.7% | +24.1% | -21.3% | +1.1% |
| 6M | +16.9% | -7.4% | +24.2% | +16.9% |
| YTD | +15.4% | +10.2% | +5.1% | +13.8% |
| 1Y | +16.1% | +42.5% | -26.5% | +12.3% |
| 3Y | +85.7% | +285.7% | -200.0% | +66.2% |
| 5Y | +33.3% | +231.9% | -198.6% | +19.0% |
| All | +121.9% | +237.3% | -115.4% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling