-55.4%
KHC vs ARMK
+136.6%
-192.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -0.1% | +3.1% | -3.2% | -0.6% |
| 3M | +8.3% | +9.2% | -0.9% | +6.9% |
| 6M | +5.0% | +43.7% | -38.7% | -0.5% |
| YTD | +8.0% | +57.4% | -49.4% | +1.0% |
| 1Y | -1.1% | +51.9% | -53.0% | -7.1% |
| 3Y | -10.7% | +125.4% | -136.1% | -21.2% |
| 5Y | -13.5% | +149.1% | -162.6% | -25.6% |
| 10Y | -55.4% | +135.4% | -190.9% | -57.6% |
| All | -55.4% | +136.6% | -192.0% | -57.6% |
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