+75.0%
KEEL vs ARMK
+54.5%
+20.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +2.1% |
| 7D | +2.9% | +3.1% | -0.2% | +1.3% |
| 30D | +0.8% | -2.8% | +3.6% | +2.5% |
| 3M | -35.3% | +7.6% | -42.9% | -37.6% |
| 6M | +59.4% | +47.9% | +11.5% | +31.8% |
| YTD | +51.9% | +60.0% | -8.1% | +25.7% |
| 1Y | +75.0% | +52.2% | +22.8% | +65.1% |
| All | +75.0% | +54.5% | +20.5% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling