+41.8%
KNX vs ARMK
+146.8%
-105.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +0.5% | +2.4% | -1.9% | -0.7% |
| 3M | -14.1% | +6.1% | -20.2% | -16.3% |
| 6M | +19.8% | +41.8% | -22.0% | +4.3% |
| YTD | +32.7% | +55.5% | -22.8% | +11.5% |
| 1Y | +62.3% | +49.6% | +12.7% | +38.2% |
| 3Y | +36.8% | +122.8% | -85.9% | -0.1% |
| 5Y | +41.8% | +151.0% | -109.2% | -0.2% |
| All | +41.8% | +146.8% | -105.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling