+259.7%
GDX vs KMX
-25.6%
+285.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.4% |
| 7D | +4.0% | -0.7% | +4.7% | +4.0% |
| 30D | +9.5% | +4.1% | +5.4% | +9.1% |
| 3M | +25.1% | +27.5% | -2.4% | +22.0% |
| 6M | -2.9% | +43.6% | -46.5% | -7.0% |
| YTD | +14.7% | +56.8% | -42.0% | +9.4% |
| 1Y | +47.4% | -1.3% | +48.7% | +44.5% |
| 3Y | +259.7% | -25.4% | +285.1% | +239.1% |
| All | +259.7% | -25.6% | +285.3% | +239.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling