-54.1%
KHC vs ARMK
+131.1%
-185.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.3% |
| 7D | -2.0% | +0.9% | -3.0% | -2.2% |
| 30D | +9.7% | -0.4% | +10.0% | +9.5% |
| 3M | -2.0% | -2.0% | 0.0% | -2.0% |
| 6M | +5.4% | +22.0% | -16.5% | +2.2% |
| YTD | +5.9% | +49.6% | -43.7% | -0.4% |
| 1Y | +7.5% | +46.4% | -38.9% | +1.4% |
| 3Y | -12.4% | +103.2% | -115.6% | -21.6% |
| 5Y | -15.8% | +108.1% | -124.0% | -25.7% |
| 10Y | -54.1% | +129.4% | -183.5% | -57.4% |
| All | -54.1% | +131.1% | -185.2% | -57.4% |
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