+133.2%
GDX vs KRMN
+32.3%
+100.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | +4.0% | -3.4% | +7.4% | +4.6% |
| 30D | +9.5% | -31.8% | +41.3% | +17.6% |
| 3M | +25.1% | -20.0% | +45.1% | +29.6% |
| 6M | -2.9% | -60.5% | +57.6% | +12.6% |
| YTD | +14.7% | -45.8% | +60.5% | +26.1% |
| 1Y | +47.4% | -36.4% | +83.8% | +57.7% |
| All | +133.2% | +32.3% | +100.9% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling