+77.5%
GDXJ vs KIM
+305.3%
-227.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +8.4% | -1.7% | +10.1% | +8.9% |
| 3M | +25.5% | -0.8% | +26.3% | +25.4% |
| 6M | -6.3% | +4.4% | -10.7% | -7.6% |
| YTD | +12.1% | +21.2% | -9.2% | +6.3% |
| 1Y | +51.1% | +10.5% | +40.5% | +46.5% |
| 3Y | +296.1% | +47.5% | +248.6% | +252.9% |
| 5Y | +228.1% | +37.1% | +191.0% | +196.0% |
| 10Y | +211.8% | +29.5% | +182.3% | +188.9% |
| All | +77.5% | +305.3% | -227.9% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling