+152.3%
KRE vs ARMK
+327.1%
-174.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -1.6% | +2.8% | -4.4% | -2.9% |
| 30D | +4.9% | -1.8% | +6.6% | +5.3% |
| 3M | -4.5% | -10.9% | +6.4% | -0.1% |
| 6M | +7.7% | +21.2% | -13.6% | -2.6% |
| YTD | +14.5% | +47.0% | -32.5% | -5.4% |
| 1Y | +21.5% | +42.9% | -21.3% | +1.7% |
| 3Y | +91.2% | +95.0% | -3.8% | +36.4% |
| 5Y | +11.8% | +106.2% | -94.5% | -23.5% |
| 10Y | +89.3% | +131.6% | -42.3% | +18.0% |
| All | +152.3% | +327.1% | -174.8% | +41.9% |
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