+281.0%
ARMK vs KMX
+5.1%
+275.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +2.8% | -2.3% | +5.1% | +3.5% |
| 30D | -1.8% | +6.3% | -8.1% | -4.0% |
| 3M | -10.9% | -7.4% | -3.5% | -9.4% |
| 6M | +21.2% | +37.9% | -16.7% | +7.4% |
| YTD | +47.0% | +39.5% | +7.5% | +27.6% |
| 1Y | +42.9% | +57.9% | -15.0% | +18.6% |
| 3Y | +95.0% | -15.0% | +110.0% | +87.1% |
| 5Y | +106.2% | -64.1% | +170.3% | +159.2% |
| 10Y | +131.6% | -1.6% | +133.2% | +100.3% |
| All | +281.0% | +5.1% | +275.9% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 all: compounded portfolio wealth divided by compounded KMX 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…
all analysis · Full analysis span regression · 6 months rolling