+220.4%
GDXJ vs KMI
+151.4%
+69.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -2.8% | -1.7% | -1.1% | -2.1% |
| 30D | +5.0% | -2.7% | +7.7% | +5.7% |
| 3M | +24.1% | -0.7% | +24.7% | +23.2% |
| 6M | -7.4% | -5.0% | -2.4% | -6.7% |
| YTD | +10.2% | +15.5% | -5.2% | -0.1% |
| 1Y | +42.5% | +16.4% | +26.1% | +28.2% |
| 3Y | +285.7% | +114.2% | +171.6% | +128.1% |
| All | +220.4% | +151.4% | +69.1% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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