+333.1%
KGC vs BLDR
+387.6%
-54.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | +0.2% | -10.3% | +10.5% | +1.2% |
| 30D | -8.8% | +19.6% | -28.4% | -10.4% |
| 3M | -21.1% | -17.0% | -4.1% | -20.0% |
| 6M | -32.3% | -16.7% | -15.6% | -31.5% |
| YTD | -23.5% | -39.4% | +16.0% | -20.6% |
| 1Y | -15.0% | -41.7% | +26.7% | -11.6% |
| 3Y | +327.5% | -49.9% | +377.4% | +342.9% |
| 5Y | +244.3% | -7.6% | +251.9% | +235.0% |
| 10Y | +634.8% | +502.3% | +132.4% | +498.9% |
| All | +333.1% | +387.6% | -54.6% | +237.2% |
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