+399.3%
KGC vs BAM
+81.2%
+318.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -6.7% | -2.7% | -4.0% | -5.7% |
| 30D | -6.7% | +15.5% | -22.2% | -11.4% |
| 3M | -22.6% | -6.9% | -15.7% | -20.8% |
| 6M | -33.4% | +9.9% | -43.3% | -35.6% |
| YTD | -26.0% | +1.4% | -27.4% | -27.1% |
| 1Y | -18.3% | +3.3% | -21.6% | -20.0% |
| 3Y | +315.8% | +83.6% | +232.2% | +220.3% |
| All | +399.3% | +81.2% | +318.0% | +282.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling