+660.5%
KGC vs BNS
+188.9%
+471.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | +6.1% | +3.5% | +2.7% | +4.7% |
| 3M | +17.3% | +14.1% | +3.3% | +11.8% |
| 6M | -10.3% | +33.8% | -44.1% | -18.9% |
| YTD | +3.9% | +29.5% | -25.6% | -5.0% |
| 1Y | +25.7% | +48.4% | -22.7% | +10.0% |
| 3Y | +526.0% | +129.6% | +396.4% | +376.8% |
| 5Y | +455.5% | +96.1% | +359.4% | +339.8% |
| All | +660.5% | +188.9% | +471.6% | +388.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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