+666.6%
MRK vs KDP
+1,132.0%
-465.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +1.3% | +1.3% | +0.1% | +0.9% |
| 30D | +17.1% | +6.0% | +11.2% | +15.0% |
| 3M | +25.9% | +9.2% | +16.7% | +22.3% |
| 6M | +26.8% | +14.7% | +12.1% | +21.0% |
| YTD | +44.9% | +19.2% | +25.7% | +36.5% |
| 1Y | +84.8% | +15.2% | +69.7% | +75.4% |
| 3Y | +50.1% | +6.0% | +44.1% | +44.8% |
| 5Y | +127.4% | +5.4% | +122.0% | +117.8% |
| 10Y | +240.0% | +171.9% | +68.1% | +126.3% |
| All | +666.6% | +1,132.0% | -465.4% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling