+554.7%
KDP vs ARMK
+317.2%
+237.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.6% |
| 7D | +2.2% | -2.6% | +4.8% | +2.6% |
| 30D | +19.9% | -5.2% | +25.1% | +21.0% |
| 3M | +21.5% | -6.5% | +28.0% | +22.8% |
| 6M | +30.1% | +15.3% | +14.8% | +25.6% |
| YTD | +34.9% | +43.6% | -8.7% | +24.1% |
| 1Y | +43.4% | +42.1% | +1.3% | +32.1% |
| 3Y | +29.1% | +94.0% | -64.9% | +9.7% |
| 5Y | +15.0% | +96.3% | -81.3% | -4.3% |
| 10Y | +234.1% | +126.7% | +107.4% | +128.1% |
| All | +554.7% | +317.2% | +237.5% | +307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling