+1.6%
KMB vs ARMK
+91.9%
-90.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.3% |
| 7D | +0.5% | -2.6% | +3.1% | +0.7% |
| 30D | +12.4% | -5.2% | +17.6% | +13.0% |
| 3M | +1.0% | -6.5% | +7.5% | +1.7% |
| 6M | +12.1% | +15.3% | -3.1% | +9.4% |
| YTD | +11.6% | +43.6% | -32.0% | +5.7% |
| 1Y | +13.1% | +42.1% | -28.9% | +7.2% |
| 3Y | +1.6% | +94.0% | -92.4% | -9.3% |
| All | +1.6% | +91.9% | -90.4% | -9.3% |
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