+451.7%
KGC vs BNS
+92.5%
+359.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.8% |
| 7D | -8.4% | -2.2% | -6.2% | -7.1% |
| 30D | +6.3% | +4.5% | +1.9% | +2.9% |
| 3M | +22.4% | +14.9% | +7.5% | +10.9% |
| 6M | -11.4% | +32.5% | -43.9% | -27.0% |
| YTD | +3.1% | +28.6% | -25.5% | -13.3% |
| 1Y | +26.6% | +48.4% | -21.7% | -3.0% |
| 3Y | +525.6% | +130.8% | +394.8% | +254.5% |
| 5Y | +451.7% | +94.8% | +356.9% | +263.7% |
| All | +451.7% | +92.5% | +359.1% | +263.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling