+129.4%
ARMK vs KIM
+65.6%
+63.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.6% |
| 7D | +0.9% | +2.8% | -1.9% | -0.8% |
| 30D | -0.4% | +16.3% | -16.7% | -9.0% |
| 3M | -2.0% | +6.6% | -8.6% | -5.9% |
| 6M | +22.0% | +12.3% | +9.6% | +13.2% |
| YTD | +49.6% | +31.6% | +18.1% | +26.4% |
| 1Y | +46.4% | +31.5% | +14.9% | +23.7% |
| 3Y | +103.2% | +68.0% | +35.2% | +44.4% |
| 5Y | +108.1% | +38.7% | +69.4% | +63.1% |
| 10Y | +129.4% | +65.7% | +63.7% | +22.1% |
| All | +129.4% | +65.6% | +63.8% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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