+120.5%
MRK vs KEEL
+294.5%
-173.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -0.5% |
| 7D | -4.3% | +2.9% | -7.1% | -4.3% |
| 30D | +8.3% | +0.8% | +7.4% | +8.3% |
| 3M | +20.0% | -35.3% | +55.4% | +20.1% |
| 6M | +25.7% | +59.4% | -33.7% | +25.4% |
| YTD | +38.7% | +51.9% | -13.2% | +38.4% |
| 1Y | +74.7% | +75.0% | -0.3% | +74.0% |
| 3Y | +45.4% | +224.5% | -179.2% | +44.0% |
| 5Y | +129.0% | -35.9% | +164.9% | +127.5% |
| All | +120.5% | +294.5% | -173.9% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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