-10.3%
KHC vs ARMK
+144.6%
-154.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | +14.4% | +6.7% | +7.7% | +13.3% |
| 6M | +8.7% | +38.8% | -30.1% | +3.7% |
| YTD | +7.8% | +55.2% | -47.4% | +1.1% |
| 1Y | -1.5% | +46.6% | -48.1% | -7.0% |
| 3Y | -9.9% | +112.9% | -122.8% | -19.4% |
| All | -10.3% | +144.6% | -154.9% | -21.1% |
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 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