+67.3%
KMB vs ARMK
+327.8%
-260.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.0% | +7.1% | -10.1% | -3.5% |
| 30D | +9.1% | -1.6% | +10.7% | +9.1% |
| 3M | -0.4% | -10.5% | +10.1% | +0.4% |
| 6M | +13.0% | +11.8% | +1.2% | +11.7% |
| YTD | +10.3% | +47.3% | -36.9% | +6.6% |
| 1Y | +8.2% | +41.5% | -33.3% | +4.9% |
| 3Y | +0.4% | +95.3% | -95.0% | -5.6% |
| 5Y | -2.7% | +108.1% | -110.8% | -9.4% |
| 10Y | +35.7% | +132.0% | -96.3% | +29.2% |
| All | +67.3% | +327.8% | -260.5% | +49.3% |
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 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