+297.5%
GDXJ vs KIM
+45.1%
+252.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | +8.8% | -1.1% | +9.9% | +9.0% |
| 3M | +29.8% | -5.3% | +35.2% | +31.3% |
| 6M | -5.8% | +3.9% | -9.7% | -7.2% |
| YTD | +13.6% | +20.3% | -6.7% | +7.7% |
| 1Y | +54.5% | +10.4% | +44.0% | +49.8% |
| All | +297.5% | +45.1% | +252.4% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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