+231.7%
KO vs ARMK
+350.8%
-119.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -1.8% | -2.4% | +0.6% | -1.4% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +15.4% | +6.7% | +8.7% | +14.1% |
| 6M | +14.3% | +38.8% | -24.5% | +8.3% |
| YTD | +27.7% | +55.2% | -27.5% | +18.7% |
| 1Y | +32.7% | +46.6% | -13.9% | +24.3% |
| 3Y | +62.2% | +112.9% | -50.7% | +41.4% |
| 5Y | +80.0% | +144.0% | -64.0% | +51.5% |
| 10Y | +175.6% | +132.4% | +43.2% | +137.0% |
| All | +231.7% | +350.8% | -119.1% | +157.4% |
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