+266.4%
KDP vs ARMK
+130.7%
+135.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +1.9% |
| 7D | +4.0% | +2.8% | +1.2% | +3.3% |
| 30D | +16.8% | -1.8% | +18.6% | +16.9% |
| 3M | +32.0% | -10.9% | +42.9% | +34.8% |
| 6M | +35.2% | +21.2% | +13.9% | +29.2% |
| YTD | +40.9% | +47.0% | -6.1% | +29.1% |
| 1Y | +47.7% | +42.9% | +4.8% | +36.0% |
| 3Y | +34.8% | +95.0% | -60.2% | +14.6% |
| 5Y | +22.6% | +106.2% | -83.6% | +1.1% |
| 10Y | +266.4% | +131.6% | +134.8% | +142.0% |
| All | +266.4% | +130.7% | +135.7% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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