+552.0%
KGC vs BLDR
-54.9%
+606.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.5% | -1.7% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | +9.2% | -16.2% | +25.4% | +11.6% |
| 3M | +16.7% | -14.4% | +31.2% | +18.6% |
| 6M | -7.0% | -32.8% | +25.8% | -3.4% |
| YTD | +7.5% | -39.2% | +46.7% | +12.3% |
| 1Y | +34.4% | -57.7% | +92.0% | +43.7% |
| 3Y | +552.0% | -55.3% | +607.2% | +564.8% |
| All | +552.0% | -54.9% | +606.8% | +564.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling