-44.9%
BMNR vs KGC
-5.3%
-39.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.5% | -1.6% | +1.3% |
| 7D | -1.5% | -6.8% | +5.3% | +2.7% |
| 30D | -18.9% | -9.2% | -9.7% | -14.1% |
| 3M | +20.1% | -9.1% | +29.2% | +26.2% |
| 6M | -4.7% | -25.7% | +21.0% | +13.4% |
| YTD | -20.0% | -23.6% | +3.7% | -20.0% |
| 1Y | -44.9% | -4.3% | -40.6% | -62.8% |
| All | -44.9% | -5.3% | -39.6% | -62.8% |
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