-38.2%
KEEL vs ARMK
+147.8%
-186.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.0% |
| 7D | +2.7% | -0.9% | +3.6% | +3.7% |
| 30D | +4.6% | -5.9% | +10.5% | +11.2% |
| 3M | -34.5% | +6.7% | -41.2% | -39.1% |
| 6M | +59.3% | +42.5% | +16.7% | +10.6% |
| YTD | +46.4% | +55.1% | -8.7% | -7.4% |
| 1Y | +96.6% | +50.3% | +46.2% | +27.2% |
| 3Y | +182.0% | +122.2% | +59.8% | +7.0% |
| 5Y | -38.2% | +155.2% | -193.4% | -80.7% |
| All | -38.2% | +147.8% | -186.0% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling