+85.5%
KRE vs GDXJ
+281.5%
-196.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.8% |
| 7D | -1.4% | -6.2% | +4.8% | -1.0% |
| 30D | -3.9% | +4.6% | -8.5% | -4.3% |
| 3M | +3.6% | +31.3% | -27.6% | +1.1% |
| 6M | +15.4% | -10.7% | +26.1% | +16.0% |
| YTD | +15.2% | +9.1% | +6.1% | +13.1% |
| 1Y | +16.5% | +44.1% | -27.7% | +10.2% |
| All | +85.5% | +281.5% | -196.0% | +38.4% |
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 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