+135.4%
ARMK vs KIM
+29.1%
+106.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +3.1% | -1.7% | +4.8% | +4.1% |
| 3M | +9.2% | -0.8% | +10.0% | +9.4% |
| 6M | +43.7% | +4.4% | +39.3% | +39.5% |
| YTD | +57.4% | +21.2% | +36.1% | +40.0% |
| 1Y | +51.9% | +10.5% | +41.3% | +42.3% |
| 3Y | +125.4% | +47.5% | +77.9% | +73.3% |
| 5Y | +149.1% | +37.1% | +112.0% | +96.7% |
| 10Y | +135.4% | +29.5% | +106.0% | +42.0% |
| All | +135.4% | +29.1% | +106.3% | +42.0% |
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