+17.4%
KRMN vs ARMK
+56.1%
-38.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.3% |
| 7D | -11.8% | +3.1% | -14.9% | -12.8% |
| 30D | -43.0% | -2.8% | -40.2% | -42.3% |
| 3M | -28.8% | +7.6% | -36.4% | -30.9% |
| 6M | -66.3% | +47.9% | -114.2% | -71.3% |
| YTD | -51.8% | +60.0% | -111.8% | -60.5% |
| 1Y | -44.7% | +52.2% | -96.9% | -53.8% |
| All | +17.4% | +56.1% | -38.7% | -7.7% |
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