+220.4%
GDXJ vs KMX
-54.8%
+275.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | -2.8% | -3.1% | +0.3% | -2.4% |
| 30D | +5.0% | +4.4% | +0.5% | +4.4% |
| 3M | +24.1% | +18.9% | +5.2% | +21.0% |
| 6M | -7.4% | +44.3% | -51.6% | -12.4% |
| YTD | +10.2% | +58.7% | -48.5% | +3.0% |
| 1Y | +42.5% | +0.1% | +42.4% | +39.7% |
| 3Y | +285.7% | -24.4% | +310.1% | +284.7% |
| All | +220.4% | -54.8% | +275.2% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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