+136.6%
KMI vs ARMK
+134.7%
+1.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +0.1% | +2.4% | -2.3% | -1.0% |
| 3M | +1.2% | +6.1% | -4.9% | -1.2% |
| 6M | -3.9% | +41.8% | -45.7% | -15.9% |
| YTD | +17.5% | +55.5% | -38.0% | -0.9% |
| 1Y | +22.6% | +49.6% | -26.9% | +4.6% |
| 3Y | +116.3% | +122.8% | -6.5% | +54.8% |
| 5Y | +157.6% | +151.0% | +6.6% | +70.5% |
| 10Y | +136.6% | +137.9% | -1.4% | +43.3% |
| All | +136.6% | +134.7% | +1.8% | +43.3% |
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