+276.0%
KO vs ARMK
+328.3%
-52.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +3.7% | +2.7% | +1.1% | +3.3% |
| 30D | +8.1% | -1.5% | +9.6% | +8.2% |
| 3M | +14.2% | -11.6% | +25.8% | +16.1% |
| 6M | +25.2% | +6.7% | +18.5% | +23.5% |
| YTD | +44.7% | +47.4% | -2.7% | +35.3% |
| 1Y | +43.4% | +41.5% | +1.9% | +34.9% |
| 3Y | +90.1% | +95.5% | -5.5% | +67.8% |
| 5Y | +103.0% | +108.4% | -5.4% | +75.0% |
| 10Y | +229.8% | +132.3% | +97.5% | +182.5% |
| All | +276.0% | +328.3% | -52.3% | +193.5% |
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