-15.0%
KGC vs BLDR
-42.4%
+27.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | +0.2% | -10.3% | +10.5% | +2.9% |
| 30D | -8.8% | +19.6% | -28.4% | -13.6% |
| 3M | -21.1% | -17.0% | -4.1% | -17.6% |
| 6M | -32.3% | -16.7% | -15.6% | -30.1% |
| YTD | -23.5% | -39.4% | +16.0% | -17.6% |
| 1Y | -15.0% | -41.7% | +26.7% | -7.9% |
| All | -15.0% | -42.4% | +27.4% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling