-42.1%
KWEB vs ARMK
+160.7%
-202.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.6% |
| 7D | -5.6% | +3.1% | -8.7% | -6.7% |
| 30D | -10.7% | -2.8% | -7.9% | -9.8% |
| 3M | -7.4% | +7.6% | -15.0% | -10.6% |
| 6M | -19.3% | +47.9% | -67.2% | -32.2% |
| YTD | -27.8% | +60.0% | -87.8% | -41.5% |
| 1Y | -35.9% | +52.2% | -88.2% | -47.1% |
| 3Y | -1.9% | +131.4% | -133.3% | -37.5% |
| All | -42.1% | +160.7% | -202.7% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling