+422.1%
KRE vs GDXJ
+73.6%
+348.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +2.3% | +4.3% | -2.0% | +2.0% |
| 30D | -2.5% | +8.4% | -10.9% | -3.1% |
| 3M | +6.2% | +25.5% | -19.3% | +4.4% |
| 6M | +15.8% | -6.3% | +22.2% | +15.7% |
| YTD | +16.0% | +12.1% | +3.9% | +14.2% |
| 1Y | +16.2% | +51.1% | -34.9% | +11.9% |
| 3Y | +86.4% | +296.1% | -209.7% | +66.8% |
| 5Y | +33.0% | +228.1% | -195.2% | +19.2% |
| 10Y | +123.0% | +211.8% | -88.8% | +96.9% |
| All | +422.1% | +73.6% | +348.5% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling