+774.2%
KEYS vs ARMK
+131.1%
+643.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +16.7% | +7.1% | +9.6% | +14.6% |
| 30D | -17.8% | -1.6% | -16.2% | -17.2% |
| 3M | -14.2% | -10.5% | -3.6% | -11.4% |
| 6M | -15.9% | +11.8% | -27.7% | -18.3% |
| YTD | +49.7% | +47.3% | +2.5% | +35.0% |
| 1Y | +65.3% | +41.5% | +23.8% | +50.6% |
| 3Y | +144.9% | +95.3% | +49.5% | +104.9% |
| 5Y | +63.0% | +108.1% | -45.1% | +33.1% |
| All | +774.2% | +131.1% | +643.1% | +645.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling