+312.2%
KEEL vs ARMK
+131.9%
+180.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +7.0% |
| 7D | +21.5% | +1.7% | +19.8% | +20.8% |
| 30D | -3.9% | +3.1% | -7.0% | -5.0% |
| 3M | -34.1% | +9.2% | -43.3% | -36.3% |
| 6M | +82.8% | +43.7% | +39.2% | +60.7% |
| YTD | +58.7% | +57.4% | +1.4% | +35.1% |
| 1Y | +191.4% | +51.9% | +139.5% | +150.8% |
| 3Y | +205.7% | +125.4% | +80.3% | +132.3% |
| 5Y | -37.0% | +149.1% | -186.1% | -51.8% |
| All | +312.2% | +131.9% | +180.3% | +246.4% |
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