-2.3%
KEY vs ARMK
+12.8%
-15.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -2.3% |
| 7D | -2.5% | -10.2% | +7.7% | -1.5% |
| 30D | +4.1% | -9.3% | +13.4% | +5.0% |
| 3M | -8.4% | -11.4% | +3.0% | -6.9% |
| 6M | -2.3% | +11.6% | -13.9% | -1.1% |
| All | -2.3% | +12.8% | -15.1% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling