+222.0%
KGC vs ARMK
+106.7%
+115.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.7% | +2.7% | -9.3% | -7.5% |
| 30D | -6.7% | -1.5% | -5.2% | -6.3% |
| 3M | -22.6% | -11.6% | -11.0% | -19.4% |
| 6M | -33.4% | +6.7% | -40.2% | -35.1% |
| YTD | -26.0% | +47.4% | -73.4% | -35.2% |
| 1Y | -18.3% | +41.5% | -59.8% | -27.6% |
| 3Y | +315.8% | +95.5% | +220.3% | +216.4% |
| All | +222.0% | +106.7% | +115.3% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling