+437.7%
KGC vs ARMK
+317.2%
+120.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.4% | +2.8% |
| 7D | +10.5% | -2.6% | +13.1% | +10.6% |
| 30D | -4.1% | -5.2% | +1.1% | -3.8% |
| 3M | -13.1% | -6.5% | -6.6% | -12.8% |
| 6M | -27.5% | +15.3% | -42.8% | -28.0% |
| YTD | -20.7% | +43.6% | -64.3% | -21.9% |
| 1Y | -6.1% | +42.1% | -48.1% | -7.5% |
| 3Y | +318.6% | +94.0% | +224.6% | +308.3% |
| 5Y | +289.9% | +96.3% | +193.7% | +278.7% |
| 10Y | +501.8% | +126.7% | +375.2% | +515.5% |
| All | +437.7% | +317.2% | +120.6% | +492.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling