+18.9%
BMNR vs KGC
-9.3%
+28.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.9% |
| 7D | +0.2% | -5.6% | +5.9% | +4.6% |
| 30D | +39.9% | +6.1% | +33.8% | +35.3% |
| 3M | +51.5% | +17.3% | +34.2% | +36.1% |
| 6M | +18.9% | -10.3% | +29.2% | +27.4% |
| All | +18.9% | -9.3% | +28.2% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling