+154.3%
KMI vs ARMK
+131.4%
+23.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.5% | +2.7% | +3.9% | +5.5% |
| 30D | -3.4% | -1.5% | -2.0% | -3.1% |
| 3M | +0.4% | -11.6% | +11.9% | +4.4% |
| 6M | -0.9% | +6.7% | -7.7% | -3.9% |
| YTD | +20.5% | +47.4% | -26.9% | +3.3% |
| 1Y | +23.2% | +41.5% | -18.3% | +7.0% |
| 3Y | +121.6% | +95.5% | +26.1% | +66.4% |
| 5Y | +149.1% | +108.4% | +40.7% | +77.5% |
| All | +154.3% | +131.4% | +23.0% | +54.8% |
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