+59.6%
KEYS vs ARMK
+41.1%
+18.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.2% | -2.1% | -4.6% |
| 7D | -14.8% | -5.8% | -9.0% | -12.6% |
| 30D | -25.6% | -5.3% | -20.3% | -23.7% |
| 3M | -16.2% | -6.7% | -9.5% | -13.7% |
| 6M | -18.6% | +17.4% | -36.0% | -22.7% |
| YTD | +40.7% | +43.0% | -2.3% | +25.4% |
| 1Y | +59.6% | +40.3% | +19.3% | +43.1% |
| All | +59.6% | +41.1% | +18.5% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling