-99.9%
BIYA vs KIM
+32.8%
-132.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.0% |
| 7D | -7.8% | +2.8% | -10.6% | -8.7% |
| 30D | -38.5% | +16.3% | -54.9% | -41.9% |
| 3M | -59.5% | +6.6% | -66.2% | -60.0% |
| 6M | -89.2% | +12.3% | -101.5% | -89.6% |
| YTD | -97.1% | +31.6% | -128.6% | -97.5% |
| 1Y | -99.0% | +31.5% | -130.5% | -99.2% |
| All | -99.9% | +32.8% | -132.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling