+150.7%
GDX vs KMX
-64.6%
+215.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.4% |
| 7D | -6.8% | +3.4% | -10.2% | -7.1% |
| 30D | -2.1% | +6.8% | -8.9% | -2.9% |
| 3M | -7.5% | -11.4% | +3.9% | -6.4% |
| 6M | -15.2% | +43.6% | -58.7% | -18.6% |
| YTD | -4.8% | +37.7% | -42.5% | -8.6% |
| 1Y | +6.7% | +53.0% | -46.2% | +1.5% |
| 3Y | +212.7% | -16.3% | +229.0% | +207.8% |
| All | +150.7% | -64.6% | +215.3% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling