+2,896.3%
KLAC vs MRK
+230.6%
+2,665.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -2.7% | -4.3% | +1.6% | -1.2% |
| 30D | -13.2% | +8.3% | -21.4% | -16.0% |
| 3M | -25.0% | +20.0% | -45.1% | -30.5% |
| 6M | +23.6% | +25.7% | -2.1% | +12.3% |
| YTD | +49.2% | +38.7% | +10.5% | +30.2% |
| 1Y | +89.3% | +74.7% | +14.6% | +50.1% |
| 3Y | +274.4% | +45.4% | +229.0% | +207.2% |
| 5Y | +440.9% | +129.0% | +311.9% | +227.2% |
| All | +2,896.3% | +230.6% | +2,665.7% | +1,510.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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