-11.0%
KR vs ARMK
+54.5%
-65.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.4% | +2.9% |
| 7D | -0.2% | +3.1% | -3.3% | +0.1% |
| 30D | +5.1% | -2.8% | +7.8% | +4.8% |
| 3M | -8.2% | +7.6% | -15.7% | -7.4% |
| 6M | -18.0% | +47.9% | -65.9% | -13.2% |
| YTD | -4.8% | +60.0% | -64.8% | +1.1% |
| 1Y | -11.0% | +52.2% | -63.3% | -5.6% |
| All | -11.0% | +54.5% | -65.6% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling