+55.0%
KKR vs ARMK
+96.4%
-41.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -1.1% | +7.1% | -8.2% | -4.6% |
| 30D | +11.5% | -1.6% | +13.2% | +11.8% |
| 3M | -12.4% | -10.5% | -1.8% | -7.6% |
| 6M | -1.9% | +11.8% | -13.7% | -8.8% |
| YTD | -23.3% | +47.3% | -70.6% | -39.9% |
| 1Y | -20.4% | +41.5% | -61.9% | -36.2% |
| All | +55.0% | +96.4% | -41.4% | +15.2% |
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