+154,996.0%
KLAC vs MRK
+3,807.5%
+151,188.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +6.2% | -2.7% | +8.9% | +7.1% |
| 30D | -5.0% | +12.7% | -17.7% | -9.2% |
| 3M | -14.4% | +24.2% | -38.6% | -21.1% |
| 6M | +28.3% | +27.8% | +0.5% | +16.8% |
| YTD | +51.1% | +42.2% | +8.9% | +32.4% |
| 1Y | +100.4% | +80.2% | +20.2% | +61.5% |
| 3Y | +276.3% | +48.4% | +228.0% | +216.2% |
| 5Y | +452.1% | +133.6% | +318.5% | +287.2% |
| 10Y | +2,986.0% | +236.2% | +2,749.7% | +1,822.4% |
| All | +154,996.0% | +3,807.5% | +151,188.5% | +28,736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling