+47.1%
ARMK vs KIM
+31.8%
+15.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | +0.9% | +2.8% | -1.9% | +0.4% |
| 30D | -0.4% | +16.3% | -16.7% | -3.9% |
| 3M | -2.0% | +6.6% | -8.6% | -2.9% |
| 6M | +22.0% | +12.3% | +9.6% | +18.4% |
| YTD | +49.6% | +31.6% | +18.1% | +33.3% |
| All | +47.1% | +31.8% | +15.4% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling