-99.9%
BIYA vs KMX
-24.9%
-75.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.2% |
| 7D | +9.0% | +3.4% | +5.6% | +9.7% |
| 30D | -12.9% | +6.8% | -19.8% | -11.6% |
| 3M | -54.7% | -11.4% | -43.3% | -55.4% |
| 6M | -85.1% | +43.6% | -128.6% | -84.3% |
| YTD | -96.9% | +37.7% | -134.6% | -96.6% |
| 1Y | -98.5% | +53.0% | -151.5% | -98.4% |
| All | -99.9% | -24.9% | -75.0% | -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 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