+33.0%
KRE vs ARMK
+148.1%
-115.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.9% |
| 7D | +2.3% | +1.7% | +0.6% | +1.5% |
| 30D | -2.5% | +3.1% | -5.6% | -4.1% |
| 3M | +6.2% | +9.2% | -3.0% | +1.6% |
| 6M | +15.8% | +43.7% | -27.9% | -3.5% |
| YTD | +16.0% | +57.4% | -41.4% | -8.0% |
| 1Y | +16.2% | +51.9% | -35.7% | -6.3% |
| 3Y | +86.4% | +125.4% | -39.0% | +19.9% |
| 5Y | +33.0% | +149.1% | -116.1% | -20.8% |
| All | +33.0% | +148.1% | -115.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling