-99.8%
BIYA vs KMX
-14.5%
-85.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.0% |
| 7D | -1.3% | -3.4% | +2.1% | -1.8% |
| 30D | -15.9% | +4.0% | -19.9% | -15.3% |
| 3M | -81.2% | +24.8% | -106.0% | -80.4% |
| 6M | -88.2% | +43.6% | -131.9% | -87.6% |
| YTD | -94.1% | +56.6% | -150.8% | -93.6% |
| 1Y | -98.7% | +2.2% | -100.9% | -98.0% |
| All | -99.8% | -14.5% | -85.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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