+149.4%
KEYS vs ARMK
+121.1%
+28.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -1.3% | +2.4% | -3.7% | -2.3% |
| 3M | -0.1% | +6.1% | -6.2% | -2.6% |
| 6M | +17.4% | +41.8% | -24.4% | +0.6% |
| YTD | +62.9% | +55.5% | +7.4% | +34.1% |
| 1Y | +95.7% | +49.6% | +46.2% | +63.5% |
| All | +149.4% | +121.1% | +28.3% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling