+470.6%
KKR vs ARMK
+327.8%
+142.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -1.1% | +7.1% | -8.2% | -4.1% |
| 30D | +11.5% | -1.6% | +13.2% | +11.7% |
| 3M | -12.4% | -10.5% | -1.8% | -8.6% |
| 6M | -1.9% | +11.8% | -13.7% | -7.3% |
| YTD | -23.3% | +47.3% | -70.6% | -36.0% |
| 1Y | -20.4% | +41.5% | -61.9% | -32.5% |
| 3Y | +56.1% | +95.3% | -39.3% | +15.1% |
| 5Y | +28.4% | +108.1% | -79.7% | -8.0% |
| 10Y | +664.6% | +132.0% | +532.6% | +396.8% |
| All | +470.6% | +327.8% | +142.8% | +219.0% |
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