+63.8%
KMB vs ARMK
+350.8%
-287.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.0% | -2.4% | -0.6% | -2.8% |
| 30D | -5.5% | 0.0% | -5.5% | -5.5% |
| 3M | +14.0% | +6.7% | +7.3% | +13.3% |
| 6M | +4.1% | +38.8% | -34.7% | +1.2% |
| YTD | +8.0% | +55.2% | -47.1% | +4.0% |
| 1Y | -13.7% | +46.6% | -60.4% | -16.6% |
| 3Y | -5.9% | +112.9% | -118.8% | -12.1% |
| 5Y | -8.6% | +144.0% | -152.6% | -15.9% |
| 10Y | +17.3% | +132.4% | -115.1% | +12.5% |
| All | +63.8% | +350.8% | -287.0% | +45.7% |
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 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