+103.9%
GDX vs KMI
+107.5%
-3.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +18.6% | +0.9% | +17.7% | +18.0% |
| 3M | +14.9% | 0.0% | +14.9% | +14.3% |
| 6M | -6.3% | -5.7% | -0.6% | -5.5% |
| YTD | +15.7% | +17.5% | -1.8% | +9.9% |
| 1Y | +54.8% | +22.3% | +32.6% | +45.3% |
| 3Y | +253.4% | +111.9% | +141.5% | +185.1% |
| 5Y | +219.7% | +151.8% | +67.8% | +147.3% |
| 10Y | +300.2% | +138.7% | +161.6% | +199.9% |
| All | +103.9% | +107.5% | -3.6% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling