+57.4%
MRK vs KEY
+127.4%
-70.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +1.2% | +6.7% | -5.5% | +0.7% |
| 3M | +13.5% | -4.6% | +18.1% | +13.8% |
| 6M | +34.0% | +2.6% | +31.4% | +33.5% |
| YTD | +42.7% | +7.0% | +35.8% | +41.5% |
| 1Y | +66.6% | +23.5% | +43.1% | +63.4% |
| All | +57.4% | +127.4% | -70.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling