+91.3%
KEYS vs ARMK
+49.9%
+41.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | -5.3% | -5.9% | +0.7% | -3.6% |
| 3M | +0.5% | +6.7% | -6.2% | -1.2% |
| 6M | +14.0% | +42.5% | -28.5% | +0.3% |
| YTD | +60.3% | +55.1% | +5.1% | +39.0% |
| 1Y | +91.3% | +50.3% | +41.0% | +67.6% |
| All | +91.3% | +49.9% | +41.4% | +67.6% |
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