-43.1%
KHC vs ARMK
+190.4%
-233.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.8% | -2.4% | +0.6% | -1.4% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | +14.4% | +6.7% | +7.7% | +13.1% |
| 6M | +8.7% | +38.8% | -30.1% | +3.1% |
| YTD | +7.8% | +55.2% | -47.4% | +0.4% |
| 1Y | -1.5% | +46.6% | -48.1% | -7.6% |
| 3Y | -9.9% | +112.9% | -122.8% | -20.7% |
| 5Y | -10.7% | +144.0% | -154.7% | -24.2% |
| 10Y | -55.7% | +132.4% | -188.1% | -60.4% |
| All | -43.1% | +190.4% | -233.6% | -53.6% |
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 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