-98.2%
BIYA vs KIM
+9.1%
-107.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | -21.0% | -5.1% | -15.9% | -20.0% |
| 3M | -74.3% | -0.6% | -73.7% | -74.2% |
| 6M | -84.6% | +2.4% | -87.0% | -84.7% |
| YTD | -94.2% | +19.0% | -113.2% | -94.6% |
| 1Y | -98.2% | +8.4% | -106.6% | -98.5% |
| All | -98.2% | +9.1% | -107.4% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling