+177.3%
GDX vs KIM
+95.3%
+81.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +13.6% | +4.1% | +9.6% | +13.0% |
| 30D | +2.5% | +16.8% | -14.3% | 0.0% |
| 3M | +4.4% | +5.7% | -1.3% | +3.4% |
| 6M | -5.2% | +9.7% | -14.9% | -6.8% |
| YTD | +2.1% | +30.2% | -28.1% | -2.3% |
| 1Y | +24.7% | +32.1% | -7.4% | +19.0% |
| 3Y | +211.3% | +58.6% | +152.7% | +187.0% |
| 5Y | +186.7% | +31.2% | +155.5% | +170.4% |
| 10Y | +285.3% | +66.7% | +218.7% | +233.3% |
| All | +177.3% | +95.3% | +81.9% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling