+646.4%
KGC vs ARMK
+350.8%
+295.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -1.3% | -2.4% | +1.1% | -1.2% |
| 30D | +20.3% | 0.0% | +20.3% | +20.2% |
| 3M | +8.1% | +6.7% | +1.4% | +7.7% |
| 6M | -8.8% | +38.8% | -47.6% | -10.1% |
| YTD | +10.1% | +55.2% | -45.1% | +8.0% |
| 1Y | +44.2% | +46.6% | -2.4% | +41.7% |
| 3Y | +533.0% | +112.9% | +420.1% | +514.8% |
| 5Y | +443.0% | +144.0% | +299.0% | +429.6% |
| 10Y | +678.6% | +132.4% | +546.1% | +686.6% |
| All | +646.4% | +350.8% | +295.6% | +719.1% |
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