+351.3%
KNX vs ARMK
+357.2%
-5.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +6.4% | +1.7% | +4.7% | +6.0% |
| 30D | +1.4% | +3.1% | -1.7% | +0.6% |
| 3M | -12.0% | +9.2% | -21.3% | -13.9% |
| 6M | +25.2% | +43.7% | -18.5% | +15.0% |
| YTD | +36.6% | +57.4% | -20.8% | +23.0% |
| 1Y | +67.6% | +51.9% | +15.7% | +51.9% |
| 3Y | +40.8% | +125.4% | -84.6% | +17.0% |
| 5Y | +43.3% | +149.1% | -105.7% | +15.9% |
| 10Y | +170.1% | +135.4% | +34.6% | +137.2% |
| All | +351.3% | +357.2% | -5.9% | +237.7% |
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