-10.1%
KR vs BIYA
-99.8%
+89.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | +1.9% | -15.9% | +17.9% | +2.1% |
| 3M | -11.0% | -81.2% | +70.2% | -11.0% |
| 6M | -20.2% | -88.2% | +68.0% | -20.7% |
| YTD | -7.3% | -94.1% | +86.9% | -7.9% |
| 1Y | -13.1% | -98.7% | +85.5% | -15.2% |
| All | -10.1% | -99.8% | +89.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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