+17.2%
KRMN vs ARMK
+51.7%
-34.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.2% | -10.1% | -10.8% |
| 7D | -12.9% | +0.3% | -13.2% | -12.9% |
| 30D | -43.3% | +2.4% | -45.7% | -43.7% |
| 3M | -27.2% | +6.1% | -33.2% | -28.8% |
| 6M | -66.8% | +41.8% | -108.6% | -71.2% |
| YTD | -51.9% | +55.5% | -107.4% | -60.1% |
| 1Y | -43.7% | +49.6% | -93.2% | -52.6% |
| All | +17.2% | +51.7% | -34.5% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling