-14.1%
KHC vs ARMK
+106.7%
-120.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.0% | +2.7% | -0.6% | +1.7% |
| 30D | +10.6% | -1.5% | +12.1% | +10.6% |
| 3M | +0.5% | -11.6% | +12.1% | +1.8% |
| 6M | +12.1% | +6.7% | +5.3% | +10.6% |
| YTD | +8.9% | +47.4% | -38.5% | +2.6% |
| 1Y | +7.5% | +41.5% | -34.0% | +1.8% |
| 3Y | -10.7% | +95.5% | -106.3% | -19.4% |
| All | -14.1% | +106.7% | -120.8% | -21.8% |
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