+130.3%
MRK vs KEY
+39.4%
+90.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.1% |
| 7D | -0.9% | +2.7% | -3.7% | -1.1% |
| 30D | +15.5% | -3.2% | +18.7% | +15.7% |
| 3M | +25.1% | +1.0% | +24.1% | +25.0% |
| 6M | +30.1% | +11.9% | +18.2% | +29.0% |
| YTD | +43.1% | +8.7% | +34.4% | +42.1% |
| 1Y | +82.5% | +18.5% | +64.0% | +80.0% |
| 3Y | +49.3% | +124.0% | -74.6% | +41.0% |
| 5Y | +130.3% | +40.8% | +89.4% | +114.9% |
| All | +130.3% | +39.4% | +90.8% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling