+319.2%
GDX vs KIM
+64.9%
+254.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +11.5% | +2.8% | +8.7% | +11.1% |
| 30D | -3.1% | +15.9% | -19.0% | -4.7% |
| 3M | -4.4% | +7.8% | -12.2% | -5.3% |
| 6M | -8.6% | +11.9% | -20.4% | -9.9% |
| YTD | +0.8% | +31.0% | -30.2% | -2.4% |
| 1Y | +14.7% | +32.3% | -17.7% | +10.8% |
| 3Y | +228.8% | +65.5% | +163.3% | +209.0% |
| 5Y | +173.4% | +37.2% | +136.1% | +160.4% |
| 10Y | +319.2% | +63.9% | +255.3% | +357.4% |
| All | +319.2% | +64.9% | +254.3% | +357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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