+326.3%
GDX vs KMI
+158.9%
+167.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -6.8% | +6.5% | -13.3% | -8.4% |
| 30D | -2.1% | -3.4% | +1.3% | -1.5% |
| 3M | -7.5% | +0.4% | -7.9% | -8.2% |
| 6M | -15.2% | -0.9% | -14.2% | -15.8% |
| YTD | -4.8% | +20.5% | -25.3% | -11.1% |
| 1Y | +6.7% | +23.2% | -16.5% | -1.0% |
| 3Y | +212.7% | +121.6% | +91.1% | +141.7% |
| 5Y | +151.7% | +149.1% | +2.6% | +89.1% |
| All | +326.3% | +158.9% | +167.4% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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