+289.0%
GDX vs KMB
+15.9%
+273.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.5% |
| 7D | +4.0% | -2.7% | +6.7% | +4.5% |
| 30D | +9.5% | -5.0% | +14.5% | +10.6% |
| 3M | +25.1% | +6.6% | +18.5% | +23.2% |
| 6M | -2.9% | +1.0% | -3.9% | -3.4% |
| YTD | +14.7% | +6.0% | +8.8% | +13.1% |
| 1Y | +47.4% | -16.6% | +64.0% | +52.1% |
| 3Y | +259.7% | -8.6% | +268.3% | +261.1% |
| 5Y | +227.7% | -10.9% | +238.5% | +229.1% |
| 10Y | +289.0% | +16.8% | +272.1% | +320.9% |
| All | +289.0% | +15.9% | +273.1% | +320.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling