+296.0%
GDX vs KMX
+11.6%
+284.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -2.2% | -3.1% | +0.9% | -1.9% |
| 30D | +6.8% | +4.4% | +2.3% | +6.3% |
| 3M | +24.9% | +18.9% | +6.0% | +22.8% |
| 6M | -4.2% | +44.3% | -48.5% | -7.9% |
| YTD | +13.2% | +58.7% | -45.5% | +8.0% |
| 1Y | +40.2% | +0.1% | +40.1% | +38.1% |
| 3Y | +249.6% | -24.4% | +274.0% | +248.6% |
| 5Y | +230.4% | -54.4% | +284.8% | +235.6% |
| All | +296.0% | +11.6% | +284.4% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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