-98.2%
BIYA vs KIM
+33.1%
-131.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.8% | -2.8% |
| 7D | -4.0% | +10.6% | -14.6% | -2.9% |
| 30D | -15.0% | +17.5% | -32.5% | -13.5% |
| 3M | -58.1% | +4.7% | -62.8% | -55.8% |
| 6M | -90.0% | +13.1% | -103.1% | -89.5% |
| YTD | -96.9% | +32.1% | -129.0% | -97.3% |
| 1Y | -98.2% | +32.7% | -130.9% | -98.4% |
| All | -98.2% | +33.1% | -131.3% | -98.4% |
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