+522.7%
KGC vs BLDR
+414.6%
+108.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.5% |
| 7D | -1.3% | -2.8% | +1.6% | -1.0% |
| 30D | +20.3% | -13.3% | +33.6% | +21.8% |
| 3M | +8.1% | -12.3% | +20.3% | +9.0% |
| 6M | -8.8% | -31.5% | +22.7% | -6.0% |
| YTD | +10.1% | -36.1% | +46.1% | +13.8% |
| 1Y | +44.2% | -54.1% | +98.3% | +52.9% |
| 3Y | +533.0% | -55.8% | +588.8% | +562.9% |
| 5Y | +443.0% | +20.7% | +422.3% | +418.0% |
| 10Y | +678.6% | +390.2% | +288.3% | +544.6% |
| All | +522.7% | +414.6% | +108.0% | +383.4% |
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