+56.8%
KR vs BAM
+80.8%
-24.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.4% |
| 7D | +0.5% | -2.0% | +2.5% | +0.5% |
| 30D | +14.9% | +13.7% | +1.3% | +15.2% |
| 3M | +25.4% | -4.8% | +30.1% | +25.1% |
| 6M | +9.3% | +7.6% | +1.7% | +9.5% |
| YTD | +13.7% | +1.2% | +12.5% | +13.9% |
| 1Y | +9.2% | -2.3% | +11.4% | +9.2% |
| 3Y | +70.1% | +84.1% | -14.0% | +63.4% |
| All | +56.8% | +80.8% | -24.0% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling