-40.8%
BMNR vs KGC
+43.6%
-84.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.3% |
| 7D | +4.9% | -1.3% | +6.2% | +6.0% |
| 30D | +35.5% | +20.3% | +15.2% | +23.1% |
| 3M | +39.6% | +8.1% | +31.5% | +33.8% |
| 6M | +18.2% | -8.8% | +27.0% | +21.9% |
| YTD | -8.0% | +10.1% | -18.1% | -15.6% |
| 1Y | -40.8% | +44.2% | -85.0% | -46.8% |
| All | -40.8% | +43.6% | -84.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling