+3,812.0%
MRK vs KEY
+1,050.5%
+2,761.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +2.2% | -0.9% | +1.0% |
| 30D | +17.1% | -3.0% | +20.2% | +17.7% |
| 3M | +25.9% | +3.3% | +22.6% | +25.0% |
| 6M | +26.8% | +9.2% | +17.6% | +24.7% |
| YTD | +44.9% | +10.6% | +34.3% | +42.0% |
| 1Y | +84.8% | +20.4% | +64.4% | +78.2% |
| 3Y | +50.1% | +121.8% | -71.7% | +27.3% |
| 5Y | +127.4% | +41.1% | +86.3% | +101.3% |
| 10Y | +240.0% | +168.5% | +71.4% | +149.1% |
| All | +3,812.0% | +1,050.5% | +2,761.5% | +1,486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling