+351.9%
KR vs ARMK
+328.3%
+23.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.6% | +2.7% | +1.9% | +4.5% |
| 30D | +12.2% | -1.5% | +13.7% | +12.2% |
| 3M | +24.6% | -11.6% | +36.1% | +25.1% |
| 6M | +8.2% | +6.7% | +1.4% | +7.8% |
| YTD | +15.3% | +47.4% | -32.2% | +13.2% |
| 1Y | +9.8% | +41.5% | -31.7% | +8.0% |
| 3Y | +71.4% | +95.5% | -24.2% | +65.7% |
| 5Y | +85.1% | +108.4% | -23.3% | +77.6% |
| 10Y | +159.4% | +132.3% | +27.1% | +158.4% |
| All | +351.9% | +328.3% | +23.6% | +307.0% |
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 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