+80.3%
KMI vs ARMK
+330.5%
-250.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.4% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -3.1% | -1.3% | -1.8% | -2.9% |
| 3M | +0.2% | -2.5% | +2.7% | +0.6% |
| 6M | +1.1% | +20.8% | -19.7% | -6.3% |
| YTD | +17.7% | +48.2% | -30.5% | +0.8% |
| 1Y | +19.6% | +45.7% | -26.1% | +2.9% |
| 3Y | +117.6% | +96.6% | +21.0% | +63.4% |
| 5Y | +143.1% | +106.6% | +36.5% | +74.4% |
| 10Y | +142.0% | +132.6% | +9.5% | +44.2% |
| All | +80.3% | +330.5% | -250.2% | +0.1% |
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