+54.8%
GDX vs KMB
-14.3%
+69.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.8% |
| 7D | -0.4% | -4.2% | +3.8% | +0.3% |
| 30D | +18.6% | -6.6% | +25.2% | +19.7% |
| 3M | +14.9% | +12.6% | +2.3% | +12.6% |
| 6M | -6.3% | +2.9% | -9.1% | -6.2% |
| YTD | +15.7% | +6.8% | +9.0% | +16.5% |
| 1Y | +54.8% | -14.8% | +69.6% | +53.4% |
| All | +54.8% | -14.3% | +69.2% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling