+532.4%
KKR vs ARMK
+350.8%
+181.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.5% |
| 7D | -0.9% | -2.4% | +1.5% | +0.1% |
| 30D | +2.2% | 0.0% | +2.1% | +2.1% |
| 3M | +13.1% | +6.7% | +6.4% | +9.8% |
| 6M | +15.3% | +38.8% | -23.6% | -0.7% |
| YTD | -15.0% | +55.2% | -70.2% | -30.3% |
| 1Y | -21.0% | +46.6% | -67.6% | -33.5% |
| 3Y | +76.7% | +112.9% | -36.2% | +26.3% |
| 5Y | +74.3% | +144.0% | -69.6% | +17.8% |
| 10Y | +753.7% | +132.4% | +621.3% | +456.9% |
| All | +532.4% | +350.8% | +181.6% | +247.6% |
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