+4.6%
KWEB vs ARMK
+357.2%
-352.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -3.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | -11.5% | +3.1% | -14.6% | -12.4% |
| 3M | -2.9% | +9.2% | -12.1% | -5.4% |
| 6M | -14.6% | +43.7% | -58.3% | -22.8% |
| YTD | -25.5% | +57.4% | -82.9% | -34.3% |
| 1Y | -31.1% | +51.9% | -82.9% | -38.8% |
| 3Y | +3.0% | +125.4% | -122.4% | -18.8% |
| 5Y | -42.6% | +149.1% | -191.7% | -56.0% |
| 10Y | -21.1% | +135.4% | -156.6% | -38.3% |
| All | +4.6% | +357.2% | -352.6% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling