+67.7%
GDX vs KMI
+112.8%
-45.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -6.8% | +6.5% | -13.3% | -8.3% |
| 30D | -2.1% | -3.4% | +1.3% | -1.6% |
| 3M | -7.5% | +0.4% | -7.9% | -8.1% |
| 6M | -15.2% | -0.9% | -14.2% | -15.8% |
| YTD | -4.8% | +20.5% | -25.3% | -10.5% |
| 1Y | +6.7% | +23.2% | -16.5% | -0.3% |
| 3Y | +212.7% | +121.6% | +91.1% | +148.6% |
| 5Y | +151.7% | +149.1% | +2.6% | +94.6% |
| 10Y | +330.3% | +158.3% | +172.1% | +215.1% |
| All | +67.7% | +112.8% | -45.1% | +32.5% |
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 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