+267.2%
KLAC vs MRK
+45.2%
+222.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -3.0% |
| 7D | +2.5% | -5.0% | +7.5% | +2.8% |
| 30D | -11.5% | +11.0% | -22.5% | -12.3% |
| 3M | -16.9% | +22.4% | -39.3% | -18.6% |
| 6M | +22.2% | +25.4% | -3.2% | +19.4% |
| YTD | +46.4% | +39.5% | +6.9% | +41.2% |
| 1Y | +91.0% | +78.0% | +13.0% | +78.7% |
| All | +267.2% | +45.2% | +222.0% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling