+160.2%
KNX vs ARMK
+146.1%
+14.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.2% |
| 7D | -5.6% | +3.1% | -8.7% | -6.2% |
| 30D | -4.4% | -2.8% | -1.6% | -3.9% |
| 3M | -17.3% | +7.6% | -24.9% | -18.7% |
| 6M | +22.6% | +47.9% | -25.3% | +12.7% |
| YTD | +31.1% | +60.0% | -28.9% | +18.5% |
| 1Y | +60.2% | +52.2% | +8.0% | +46.2% |
| 3Y | +35.8% | +131.4% | -95.7% | +14.0% |
| 5Y | +38.9% | +163.2% | -124.3% | +13.6% |
| All | +160.2% | +146.1% | +14.2% | +147.3% |
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