-9.8%
KGC vs BAM
+5.0%
-14.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +1.5% |
| 7D | +11.1% | +5.3% | +5.9% | +8.3% |
| 30D | -3.7% | +18.1% | -21.8% | -11.7% |
| 3M | -17.2% | +4.2% | -21.4% | -19.6% |
| 6M | -27.3% | +11.1% | -38.4% | -32.0% |
| YTD | -18.5% | +6.6% | -25.1% | -24.8% |
| All | -9.8% | +5.0% | -14.8% | -17.0% |
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