+14.5%
KEY vs ARMK
+106.7%
-92.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.9% | +2.7% | +0.3% | +1.5% |
| 30D | +8.4% | -1.5% | +9.9% | +8.8% |
| 3M | -5.8% | -11.6% | +5.8% | -0.1% |
| 6M | +5.4% | +6.7% | -1.3% | +0.6% |
| YTD | +7.1% | +47.4% | -40.4% | -15.5% |
| 1Y | +26.8% | +41.5% | -14.7% | +2.4% |
| 3Y | +128.7% | +95.5% | +33.2% | +49.2% |
| All | +14.5% | +106.7% | -92.2% | -30.5% |
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 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