+126.1%
KEY vs ARMK
+101.3%
+24.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +1.0% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | +7.2% | -0.4% | +7.6% | +7.1% |
| 3M | -4.9% | -2.0% | -2.9% | -4.6% |
| 6M | +1.1% | +22.0% | -20.9% | -8.4% |
| YTD | +6.8% | +49.6% | -42.8% | -12.5% |
| 1Y | +23.3% | +46.4% | -23.1% | +2.0% |
| 3Y | +126.1% | +103.2% | +22.9% | +78.1% |
| All | +126.1% | +101.3% | +24.8% | +78.1% |
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 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