+36.0%
KMB vs ARMK
+123.7%
-87.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.1% |
| 7D | +0.5% | -2.6% | +3.1% | +0.6% |
| 30D | +12.4% | -5.2% | +17.6% | +12.7% |
| 3M | +1.0% | -6.5% | +7.5% | +1.3% |
| 6M | +12.1% | +15.3% | -3.1% | +10.8% |
| YTD | +11.6% | +43.6% | -32.0% | +8.6% |
| 1Y | +13.1% | +42.1% | -28.9% | +10.1% |
| 3Y | +1.6% | +94.0% | -92.4% | -3.4% |
| 5Y | -0.3% | +96.3% | -96.6% | -5.7% |
| All | +36.0% | +123.7% | -87.7% | +35.7% |
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