+294.5%
KEEL vs ARMK
+135.8%
+158.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +2.6% |
| 7D | +2.9% | +3.1% | -0.2% | +1.8% |
| 30D | +0.8% | -2.8% | +3.6% | +2.0% |
| 3M | -35.3% | +7.6% | -42.9% | -37.1% |
| 6M | +59.4% | +47.9% | +11.5% | +38.7% |
| YTD | +51.9% | +60.0% | -8.1% | +28.6% |
| 1Y | +75.0% | +52.2% | +22.8% | +50.3% |
| 3Y | +224.5% | +131.4% | +93.1% | +144.4% |
| 5Y | -35.9% | +163.2% | -199.1% | -51.4% |
| All | +294.5% | +135.8% | +158.7% | +229.6% |
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