+334.3%
KGC vs BLDR
+392.3%
-58.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.6% | -1.2% | -5.4% |
| 7D | +8.0% | -1.1% | +9.1% | +8.1% |
| 30D | -9.3% | +19.1% | -28.4% | -10.9% |
| 3M | -21.3% | -12.6% | -8.7% | -20.6% |
| 6M | -31.5% | -18.7% | -12.8% | -30.6% |
| YTD | -23.2% | -38.8% | +15.6% | -20.5% |
| 1Y | -15.0% | -41.2% | +26.2% | -11.7% |
| 3Y | +328.7% | -49.4% | +378.1% | +343.8% |
| 5Y | +262.9% | -6.0% | +268.8% | +252.6% |
| 10Y | +568.9% | +523.1% | +45.8% | +443.6% |
| All | +334.3% | +392.3% | -58.0% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling