-20.1%
KGC vs BAM
-1.5%
-18.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -2.4% |
| 7D | -4.1% | -2.0% | -2.1% | -3.0% |
| 30D | -11.6% | +13.7% | -25.3% | -17.2% |
| 3M | -24.5% | -4.8% | -19.8% | -23.2% |
| 6M | -34.6% | +7.6% | -42.2% | -37.5% |
| YTD | -26.2% | +1.2% | -27.3% | -29.9% |
| 1Y | -20.1% | -2.3% | -17.9% | -23.0% |
| All | -20.1% | -1.5% | -18.6% | -23.0% |
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