+130.3%
MRK vs KDP
+6.3%
+124.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.5% |
| 30D | +15.5% | +8.5% | +7.0% | +12.8% |
| 3M | +25.1% | +6.6% | +18.5% | +22.7% |
| 6M | +30.1% | +17.1% | +13.0% | +24.0% |
| YTD | +43.1% | +19.0% | +24.1% | +35.7% |
| 1Y | +82.5% | +21.8% | +60.7% | +71.4% |
| 3Y | +49.3% | +6.4% | +42.9% | +45.5% |
| 5Y | +130.3% | +5.1% | +125.1% | +124.2% |
| All | +130.3% | +6.3% | +124.0% | +124.2% |
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