+155.2%
ARMK vs TKO
+303.5%
-148.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -5.9% | -2.6% | -3.3% | -5.4% |
| 3M | +6.7% | -7.8% | +14.5% | +8.6% |
| 6M | +42.5% | -7.0% | +49.6% | +44.4% |
| YTD | +55.1% | -8.5% | +63.7% | +57.5% |
| 1Y | +50.3% | -1.3% | +51.6% | +49.0% |
| 3Y | +122.2% | +105.0% | +17.2% | +77.4% |
| 5Y | +155.2% | +292.9% | -137.7% | +39.7% |
| All | +155.2% | +303.5% | -148.3% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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