+104.1%
MRK vs KDP
+21.7%
+82.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.1% |
| 7D | -2.1% | +4.0% | -6.1% | -3.2% |
| 30D | +1.2% | +16.8% | -15.6% | -3.1% |
| 3M | +13.5% | +32.0% | -18.5% | +4.9% |
| 6M | +34.0% | +35.2% | -1.2% | +22.7% |
| YTD | +42.7% | +40.9% | +1.8% | +28.7% |
| 1Y | +66.6% | +47.7% | +18.9% | +48.1% |
| 3Y | +59.1% | +34.8% | +24.3% | +44.7% |
| 5Y | +104.1% | +22.6% | +81.5% | +88.8% |
| All | +104.1% | +21.7% | +82.4% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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