+16.8%
KMB vs ARMK
+136.6%
-119.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.0% |
| 7D | -2.7% | +1.7% | -4.4% | -2.8% |
| 30D | -5.0% | +3.1% | -8.1% | -5.3% |
| 3M | +6.6% | +9.2% | -2.7% | +5.8% |
| 6M | +1.0% | +43.7% | -42.7% | -1.7% |
| YTD | +6.0% | +57.4% | -51.4% | +2.5% |
| 1Y | -16.6% | +51.9% | -68.5% | -19.2% |
| 3Y | -8.6% | +125.4% | -134.0% | -14.0% |
| 5Y | -10.9% | +149.1% | -159.9% | -16.8% |
| 10Y | +16.8% | +135.4% | -118.6% | +18.8% |
| All | +16.8% | +136.6% | -119.8% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling