+121.6%
KRE vs ARMK
+138.5%
-16.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -3.9% | -5.9% | +2.0% | -1.3% |
| 3M | +3.6% | +6.7% | -3.1% | +0.2% |
| 6M | +15.4% | +42.5% | -27.2% | -2.9% |
| YTD | +15.2% | +55.1% | -39.9% | -7.1% |
| 1Y | +16.5% | +50.3% | -33.9% | -4.8% |
| 3Y | +85.2% | +122.2% | -37.0% | +23.8% |
| 5Y | +33.1% | +155.2% | -122.1% | -17.9% |
| All | +121.6% | +138.5% | -16.9% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling