+22.6%
KDP vs ARMK
+106.1%
-83.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +1.9% |
| 7D | +4.0% | +2.8% | +1.2% | +3.5% |
| 30D | +16.8% | -1.8% | +18.6% | +16.9% |
| 3M | +32.0% | -10.9% | +42.9% | +34.3% |
| 6M | +35.2% | +21.2% | +13.9% | +30.2% |
| YTD | +40.9% | +47.0% | -6.1% | +31.2% |
| 1Y | +47.7% | +42.9% | +4.8% | +38.1% |
| 3Y | +34.8% | +95.0% | -60.2% | +18.0% |
| 5Y | +22.6% | +106.2% | -83.6% | +5.3% |
| All | +22.6% | +106.1% | -83.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling