+130.1%
GDX vs KRMN
+17.6%
+112.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.6% |
| 7D | -2.2% | -11.8% | +9.6% | 0.0% |
| 30D | +6.8% | -43.0% | +49.8% | +18.6% |
| 3M | +24.9% | -28.8% | +53.8% | +32.2% |
| 6M | -4.2% | -66.3% | +62.1% | +14.3% |
| YTD | +13.2% | -51.8% | +65.0% | +27.0% |
| 1Y | +40.2% | -44.7% | +84.9% | +53.5% |
| All | +130.1% | +17.6% | +112.5% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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