+71.4%
KR vs ARMK
+96.6%
-25.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.6% | +2.7% | +1.9% | +4.6% |
| 30D | +12.2% | -1.5% | +13.7% | +12.2% |
| 3M | +24.6% | -11.6% | +36.1% | +24.7% |
| 6M | +8.2% | +6.7% | +1.4% | +8.1% |
| YTD | +15.3% | +47.4% | -32.2% | +14.3% |
| 1Y | +9.8% | +41.5% | -31.7% | +9.0% |
| 3Y | +71.4% | +95.5% | -24.2% | +66.0% |
| All | +71.4% | +96.6% | -25.3% | +66.0% |
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