+328.7%
KGC vs BLDR
-48.6%
+377.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.6% | -1.2% | -5.1% |
| 7D | +8.0% | -1.1% | +9.1% | +8.2% |
| 30D | -9.3% | +19.1% | -28.4% | -11.8% |
| 3M | -21.3% | -12.6% | -8.7% | -20.2% |
| 6M | -31.5% | -18.7% | -12.8% | -30.2% |
| YTD | -23.2% | -38.8% | +15.6% | -20.0% |
| 1Y | -15.0% | -41.2% | +26.2% | -11.3% |
| 3Y | +328.7% | -49.4% | +378.1% | +340.6% |
| All | +328.7% | -48.6% | +377.3% | +340.6% |
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