+172.9%
KEY vs ARMK
+131.6%
+41.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.8% |
| 7D | +2.2% | -2.4% | +4.6% | +3.6% |
| 30D | -3.0% | 0.0% | -3.0% | -3.4% |
| 3M | +3.3% | +6.7% | -3.3% | -0.9% |
| 6M | +9.2% | +38.8% | -29.6% | -10.7% |
| YTD | +10.6% | +55.2% | -44.5% | -15.5% |
| 1Y | +20.4% | +46.6% | -26.2% | -5.1% |
| 3Y | +121.8% | +112.9% | +8.9% | +37.3% |
| 5Y | +41.1% | +144.0% | -102.8% | -21.2% |
| All | +172.9% | +131.6% | +41.3% | +44.5% |
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