+689.3%
KGC vs BLDR
+391.5%
+297.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -0.1% | -2.7% | +2.6% | +0.2% |
| 30D | +10.5% | -14.7% | +25.2% | +12.5% |
| 3M | +19.8% | -20.8% | +40.6% | +22.7% |
| 6M | -6.7% | -35.3% | +28.7% | -2.3% |
| YTD | +7.8% | -40.3% | +48.1% | +13.5% |
| 1Y | +35.7% | -56.3% | +92.0% | +47.2% |
| 3Y | +553.7% | -56.1% | +609.8% | +594.1% |
| 5Y | +461.7% | +12.9% | +448.8% | +430.8% |
| All | +689.3% | +391.5% | +297.7% | +771.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling