-34.6%
KGC vs BLDR
-19.4%
-15.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | 0.0% | -2.7% |
| 7D | -4.1% | -8.2% | +4.1% | -2.1% |
| 30D | -11.6% | +16.3% | -27.9% | -15.5% |
| 3M | -24.5% | -17.0% | -7.6% | -21.3% |
| 6M | -34.6% | -17.4% | -17.2% | -34.1% |
| All | -34.6% | -19.4% | -15.2% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling