-99.9%
BIYA vs KIM
+32.3%
-132.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | -4.1% | +2.8% | -6.8% | -5.0% |
| 30D | -35.5% | +15.9% | -51.4% | -39.0% |
| 3M | -56.3% | +7.8% | -64.1% | -57.1% |
| 6M | -88.7% | +11.9% | -100.5% | -89.0% |
| YTD | -97.0% | +31.0% | -128.0% | -97.4% |
| 1Y | -98.7% | +32.3% | -131.0% | -98.9% |
| All | -99.9% | +32.3% | -132.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling