+177.3%
GDX vs KMB
+292.5%
-115.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | +13.6% | +0.5% | +13.2% | +13.5% |
| 30D | +2.5% | +12.4% | -9.9% | -0.8% |
| 3M | +4.4% | +1.0% | +3.4% | +3.9% |
| 6M | -5.2% | +12.1% | -17.4% | -8.8% |
| YTD | +2.1% | +11.6% | -9.5% | -1.4% |
| 1Y | +24.7% | +13.1% | +11.6% | +19.9% |
| 3Y | +211.3% | +1.6% | +209.7% | +203.5% |
| 5Y | +186.7% | -0.3% | +187.0% | +178.7% |
| 10Y | +285.3% | +37.9% | +247.4% | +231.9% |
| All | +177.3% | +292.5% | -115.2% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling