+71.7%
KKR vs ARMK
+125.3%
-53.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.6% |
| 7D | -0.6% | +1.7% | -2.3% | -1.6% |
| 30D | +3.0% | +3.1% | -0.1% | +1.2% |
| 3M | +13.6% | +9.2% | +4.4% | +8.0% |
| 6M | +16.2% | +43.7% | -27.5% | -6.4% |
| YTD | -16.6% | +57.4% | -74.0% | -36.6% |
| 1Y | -23.2% | +51.9% | -75.1% | -40.3% |
| 3Y | +71.7% | +125.4% | -53.7% | +14.4% |
| All | +71.7% | +125.3% | -53.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling