+62.4%
KO vs ARMK
+121.1%
-58.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +0.8% | +2.4% | -1.6% | +0.5% |
| 3M | +8.3% | +6.1% | +2.3% | +7.5% |
| 6M | +14.0% | +41.8% | -27.7% | +9.5% |
| YTD | +26.9% | +55.5% | -28.6% | +20.5% |
| 1Y | +32.7% | +49.6% | -16.9% | +26.4% |
| All | +62.4% | +121.1% | -58.7% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling