+315.3%
GDX vs KIM
+29.7%
+285.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.9% | -1.0% | +2.8% | +2.0% |
| 30D | +9.9% | -1.1% | +11.0% | +10.0% |
| 3M | +28.2% | -5.3% | +33.5% | +28.9% |
| 6M | -2.9% | +3.9% | -6.8% | -3.4% |
| YTD | +16.0% | +20.3% | -4.3% | +13.3% |
| 1Y | +49.9% | +10.4% | +39.4% | +47.8% |
| 3Y | +263.6% | +46.3% | +217.2% | +246.0% |
| 5Y | +233.6% | +37.6% | +196.0% | +219.4% |
| 10Y | +315.3% | +34.5% | +280.8% | +367.7% |
| All | +315.3% | +29.7% | +285.6% | +367.7% |
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