+224.5%
KEEL vs ARMK
+127.5%
+97.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +1.7% |
| 7D | +2.9% | +3.1% | -0.2% | +0.9% |
| 30D | +0.8% | -2.8% | +3.6% | +3.0% |
| 3M | -35.3% | +7.6% | -42.9% | -38.7% |
| 6M | +59.4% | +47.9% | +11.5% | +21.7% |
| YTD | +51.9% | +60.0% | -8.1% | +9.8% |
| 1Y | +75.0% | +52.2% | +22.8% | +30.4% |
| 3Y | +224.5% | +131.4% | +93.1% | +72.9% |
| All | +224.5% | +127.5% | +97.0% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling