+214.2%
GDX vs KMB
+279.9%
-65.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -0.4% | -3.0% | +2.6% | +0.4% |
| 30D | +18.6% | -5.5% | +24.1% | +20.4% |
| 3M | +14.9% | +14.0% | +0.9% | +10.4% |
| 6M | -6.3% | +4.1% | -10.3% | -7.7% |
| YTD | +15.7% | +8.0% | +7.7% | +12.9% |
| 1Y | +54.8% | -13.7% | +68.6% | +59.7% |
| 3Y | +253.4% | -5.9% | +259.4% | +252.3% |
| 5Y | +219.7% | -8.6% | +228.3% | +218.8% |
| 10Y | +300.2% | +17.3% | +282.9% | +265.4% |
| All | +214.2% | +279.9% | -65.8% | +57.7% |
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