+13.9%
KEY vs ARMK
+106.4%
-92.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +6.9% | -1.3% | +8.2% | +7.1% |
| 3M | -5.0% | -2.5% | -2.5% | -4.6% |
| 6M | +0.7% | +20.8% | -20.1% | -10.5% |
| YTD | +6.5% | +48.2% | -41.7% | -16.1% |
| 1Y | +22.6% | +45.7% | -23.1% | -2.6% |
| 3Y | +125.3% | +96.6% | +28.8% | +46.7% |
| 5Y | +13.9% | +106.6% | -92.7% | -30.4% |
| All | +13.9% | +106.4% | -92.5% | -30.4% |
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 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