+416.3%
KGC vs BAM
+84.8%
+331.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.4% |
| 7D | +0.2% | -2.9% | +3.1% | +1.3% |
| 30D | -8.8% | +14.7% | -23.5% | -13.3% |
| 3M | -21.1% | -4.1% | -16.9% | -20.1% |
| 6M | -32.3% | +9.6% | -41.9% | -34.6% |
| YTD | -23.5% | +3.4% | -26.9% | -25.1% |
| 1Y | -15.0% | +1.0% | -16.0% | -16.3% |
| 3Y | +327.5% | +88.2% | +239.3% | +226.4% |
| All | +416.3% | +84.8% | +331.5% | +292.7% |
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