-99.9%
BIYA vs KMX
-25.8%
-74.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -1.3% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | -17.7% | +3.5% | -21.2% | -17.0% |
| 3M | -55.0% | -10.4% | -44.6% | -55.6% |
| 6M | -85.1% | +37.6% | -122.7% | -84.4% |
| YTD | -96.9% | +36.1% | -132.9% | -96.6% |
| 1Y | -98.5% | +52.8% | -151.2% | -98.3% |
| All | -99.9% | -25.8% | -74.1% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling