+79.8%
GDXJ vs KMX
+182.4%
-102.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.9% | -1.9% | +2.8% | +1.2% |
| 30D | +8.8% | +2.6% | +6.2% | +8.4% |
| 3M | +29.8% | +25.6% | +4.3% | +24.6% |
| 6M | -5.8% | +41.9% | -47.7% | -12.0% |
| YTD | +13.6% | +56.0% | -42.4% | +4.4% |
| 1Y | +54.5% | -1.8% | +56.2% | +51.2% |
| 3Y | +301.4% | -25.7% | +327.1% | +303.1% |
| 5Y | +236.3% | -54.7% | +291.1% | +256.7% |
| 10Y | +240.1% | +9.2% | +230.9% | +179.5% |
| All | +79.8% | +182.4% | -102.5% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling