+80.0%
KMI vs ARMK
+350.8%
-270.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -0.5% | -2.4% | +1.9% | +0.3% |
| 30D | +0.9% | 0.0% | +0.9% | +0.7% |
| 3M | 0.0% | +6.7% | -6.7% | -2.6% |
| 6M | -5.7% | +38.8% | -44.5% | -16.7% |
| YTD | +17.5% | +55.2% | -37.7% | -0.7% |
| 1Y | +22.3% | +46.6% | -24.3% | +5.2% |
| 3Y | +111.9% | +112.9% | -1.0% | +54.8% |
| 5Y | +151.8% | +144.0% | +7.9% | +69.5% |
| 10Y | +138.7% | +132.4% | +6.2% | +42.5% |
| All | +80.0% | +350.8% | -270.9% | -1.4% |
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