-12.2%
KGC vs ARMK
+40.2%
-52.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.4% | +1.2% |
| 7D | +10.5% | -2.6% | +13.1% | +11.3% |
| 30D | -4.1% | -5.2% | +1.1% | -2.0% |
| 3M | -13.1% | -6.5% | -6.6% | -11.0% |
| 6M | -27.5% | +15.3% | -42.8% | -32.6% |
| YTD | -20.7% | +43.6% | -64.3% | -32.0% |
| All | -12.2% | +40.2% | -52.5% | -24.4% |
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 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