+478.3%
KDP vs ARMK
+350.8%
+127.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.3% | -2.4% | +3.7% | +1.8% |
| 30D | +6.0% | 0.0% | +6.0% | +5.9% |
| 3M | +9.2% | +6.7% | +2.5% | +7.6% |
| 6M | +14.7% | +38.8% | -24.1% | +6.7% |
| YTD | +19.2% | +55.2% | -36.0% | +8.2% |
| 1Y | +15.2% | +46.6% | -31.4% | +5.7% |
| 3Y | +6.0% | +112.9% | -106.9% | -11.5% |
| 5Y | +5.4% | +144.0% | -138.5% | -16.3% |
| 10Y | +171.9% | +132.4% | +39.5% | +85.2% |
| All | +478.3% | +350.8% | +127.5% | +254.8% |
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