-4.3%
KGC vs ARMK
+41.1%
-45.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.2% | +11.7% | +9.2% |
| 7D | -6.8% | -5.8% | -1.0% | -4.5% |
| 30D | -9.2% | -5.3% | -3.9% | -7.2% |
| 3M | -9.1% | -6.7% | -2.4% | -6.8% |
| 6M | -25.7% | +17.4% | -43.0% | -31.4% |
| YTD | -23.6% | +43.0% | -66.7% | -34.1% |
| 1Y | -4.3% | +40.3% | -44.6% | -16.8% |
| All | -4.3% | +41.1% | -45.4% | -16.8% |
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