+315.8%
KGC vs BNS
+149.7%
+166.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -6.7% | +0.9% | -7.6% | -7.2% |
| 30D | -6.7% | +2.8% | -9.4% | -8.2% |
| 3M | -22.6% | +3.0% | -25.6% | -24.1% |
| 6M | -33.4% | +23.3% | -56.7% | -42.2% |
| YTD | -26.0% | +29.3% | -55.3% | -37.7% |
| 1Y | -18.3% | +41.7% | -60.0% | -34.5% |
| 3Y | +315.8% | +147.7% | +168.1% | +159.9% |
| All | +315.8% | +149.7% | +166.1% | +159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling