-4.3%
KGC vs BAM
+4.2%
-8.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.2% | +1.3% | +4.3% |
| 7D | -6.8% | +14.2% | -21.0% | -12.9% |
| 30D | -9.2% | +21.0% | -30.1% | -17.7% |
| 3M | -9.1% | +5.2% | -14.3% | -12.2% |
| 6M | -25.7% | +16.0% | -41.6% | -31.4% |
| YTD | -23.6% | +6.5% | -30.1% | -29.2% |
| 1Y | -4.3% | +4.4% | -8.7% | -10.9% |
| All | -4.3% | +4.2% | -8.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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