+214.2%
GDX vs KMX
+284.7%
-70.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | +18.6% | +11.7% | +6.9% | +16.9% |
| 3M | +14.9% | +34.9% | -20.0% | +10.1% |
| 6M | -6.3% | +50.3% | -56.5% | -11.8% |
| YTD | +15.7% | +63.8% | -48.1% | +7.5% |
| 1Y | +54.8% | +3.8% | +51.0% | +51.1% |
| 3Y | +253.4% | -24.3% | +277.7% | +253.4% |
| 5Y | +219.7% | -50.2% | +269.9% | +229.3% |
| 10Y | +300.2% | +5.4% | +294.8% | +247.5% |
| All | +214.2% | +284.7% | -70.6% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling