+155.0%
KMI vs ARMK
+131.1%
+23.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +6.0% | +7.1% | -1.1% | +3.4% |
| 30D | -3.4% | -1.6% | -1.8% | -3.0% |
| 3M | +1.8% | -10.5% | +12.3% | +5.5% |
| 6M | +0.4% | +11.8% | -11.3% | -4.2% |
| YTD | +20.8% | +47.3% | -26.4% | +3.6% |
| 1Y | +23.0% | +41.5% | -18.5% | +6.9% |
| 3Y | +123.3% | +95.3% | +28.0% | +67.7% |
| 5Y | +149.8% | +108.1% | +41.6% | +78.0% |
| All | +155.0% | +131.1% | +23.9% | +55.3% |
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 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