+83.1%
KO vs ARMK
+147.8%
-64.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +1.6% | -5.9% | +7.5% | +2.4% |
| 3M | +5.8% | +6.7% | -1.0% | +4.6% |
| 6M | +14.3% | +42.5% | -28.3% | +8.1% |
| YTD | +27.3% | +55.1% | -27.8% | +18.7% |
| 1Y | +33.2% | +50.3% | -17.2% | +24.6% |
| 3Y | +64.5% | +122.2% | -57.7% | +41.5% |
| 5Y | +83.1% | +155.2% | -72.1% | +51.3% |
| All | +83.1% | +147.8% | -64.7% | +51.3% |
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 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