+227.7%
GDX vs KIM
+37.7%
+189.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +9.5% | -1.7% | +11.2% | +10.0% |
| 3M | +25.1% | -0.8% | +25.9% | +24.9% |
| 6M | -2.9% | +4.4% | -7.3% | -4.5% |
| YTD | +14.7% | +21.2% | -6.5% | +7.8% |
| 1Y | +47.4% | +10.5% | +36.9% | +42.2% |
| 3Y | +259.7% | +47.5% | +212.2% | +210.0% |
| 5Y | +227.7% | +37.1% | +190.6% | +192.1% |
| All | +227.7% | +37.7% | +189.9% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling