-27.2%
KWEB vs ARMK
+47.4%
-74.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | -8.7% | 0.0% | -8.7% | -8.7% |
| 3M | -4.0% | +6.7% | -10.6% | -5.3% |
| 6M | -13.1% | +38.8% | -52.0% | -19.3% |
| YTD | -23.5% | +55.2% | -78.7% | -29.4% |
| 1Y | -27.2% | +46.6% | -73.8% | -31.4% |
| All | -27.2% | +47.4% | -74.6% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling