+144.5%
ARMK vs KIM
+34.4%
+110.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | 0.0% | -4.0% | +4.0% | +2.1% |
| 3M | +6.7% | +0.5% | +6.1% | +6.1% |
| 6M | +38.8% | +3.6% | +35.2% | +35.7% |
| YTD | +55.2% | +20.4% | +34.8% | +40.0% |
| 1Y | +46.6% | +9.7% | +36.9% | +38.8% |
| 3Y | +112.9% | +46.0% | +66.9% | +68.1% |
| All | +144.5% | +34.4% | +110.0% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling