-99.8%
BIYA vs KMX
-10.6%
-89.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.6% |
| 7D | +1.3% | +1.9% | -0.6% | +1.6% |
| 30D | -21.0% | +11.7% | -32.7% | -19.5% |
| 3M | -74.3% | +34.9% | -109.2% | -72.9% |
| 6M | -84.6% | +50.3% | -134.9% | -83.7% |
| YTD | -94.2% | +63.8% | -158.0% | -93.6% |
| 1Y | -98.2% | +3.8% | -102.1% | -97.2% |
| All | -99.8% | -10.6% | -89.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling