+117.6%
KMI vs ARMK
+100.8%
+16.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.2% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -3.1% | -1.3% | -1.8% | -3.0% |
| 3M | +0.2% | -2.5% | +2.7% | +0.5% |
| 6M | +1.1% | +20.8% | -19.7% | -2.6% |
| YTD | +17.7% | +48.2% | -30.5% | +8.6% |
| 1Y | +19.6% | +45.7% | -26.1% | +10.6% |
| 3Y | +117.6% | +96.6% | +21.0% | +88.6% |
| All | +117.6% | +100.8% | +16.8% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling