-22.5%
KWEB vs ARMK
+146.1%
-168.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.1% |
| 7D | -5.6% | +3.1% | -8.7% | -6.3% |
| 30D | -10.7% | -2.8% | -7.9% | -10.1% |
| 3M | -7.4% | +7.6% | -15.0% | -9.3% |
| 6M | -19.3% | +47.9% | -67.2% | -27.2% |
| YTD | -27.8% | +60.0% | -87.8% | -36.2% |
| 1Y | -35.9% | +52.2% | -88.2% | -42.8% |
| 3Y | -1.9% | +131.4% | -133.3% | -22.3% |
| 5Y | -43.2% | +163.2% | -206.4% | -56.2% |
| All | -22.5% | +146.1% | -168.6% | -34.9% |
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 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