+658.7%
KGC vs ARMK
+136.6%
+522.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.4% |
| 7D | +2.4% | +1.7% | +0.8% | +2.3% |
| 30D | +9.2% | +3.1% | +6.1% | +9.0% |
| 3M | +16.7% | +9.2% | +7.5% | +16.0% |
| 6M | -7.0% | +43.7% | -50.7% | -9.3% |
| YTD | +7.5% | +57.4% | -49.9% | +4.3% |
| 1Y | +34.4% | +51.9% | -17.5% | +30.6% |
| 3Y | +552.0% | +125.4% | +426.6% | +520.7% |
| 5Y | +454.5% | +149.1% | +305.4% | +429.4% |
| 10Y | +658.7% | +135.4% | +523.2% | +761.4% |
| All | +658.7% | +136.6% | +522.0% | +761.4% |
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