+228.4%
GDXJ vs KIM
+35.1%
+193.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -6.2% | -1.5% | -4.7% | -5.7% |
| 30D | +4.6% | -1.7% | +6.3% | +5.2% |
| 3M | +31.3% | -7.1% | +38.4% | +34.3% |
| 6M | -10.7% | +2.9% | -13.5% | -12.0% |
| YTD | +9.1% | +18.8% | -9.8% | +1.8% |
| 1Y | +44.1% | +9.4% | +34.7% | +38.4% |
| 3Y | +285.4% | +44.6% | +240.8% | +222.2% |
| 5Y | +228.4% | +37.9% | +190.4% | +187.1% |
| All | +228.4% | +35.1% | +193.3% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling