-98.6%
BIYA vs KIM
+9.4%
-108.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.7% | -1.0% | +3.7% | +3.0% |
| 30D | -16.7% | -1.1% | -15.6% | -16.4% |
| 3M | -74.6% | -5.3% | -69.3% | -74.0% |
| 6M | -85.4% | +3.9% | -89.3% | -85.7% |
| YTD | -94.2% | +20.3% | -114.5% | -94.8% |
| 1Y | -98.6% | +10.4% | -109.0% | -98.7% |
| All | -98.6% | +9.4% | -108.0% | -98.7% |
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