+328.7%
KGC vs BAM
+91.9%
+236.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.3% |
| 7D | +8.0% | +5.0% | +3.0% | +6.1% |
| 30D | -9.3% | +16.6% | -25.9% | -14.6% |
| 3M | -21.3% | +2.2% | -23.5% | -22.3% |
| 6M | -31.5% | +9.7% | -41.1% | -34.1% |
| YTD | -23.2% | +5.2% | -28.5% | -25.7% |
| 1Y | -15.0% | +3.9% | -18.9% | -17.5% |
| 3Y | +328.7% | +91.5% | +237.2% | +196.9% |
| All | +328.7% | +91.9% | +236.8% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling