+84.6%
MRK vs KEYS
+55.9%
+28.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.3% | +10.2% | +3.8% |
| 7D | +6.7% | -14.8% | +21.5% | +6.4% |
| 30D | +7.8% | -25.6% | +33.3% | +7.4% |
| 3M | +18.2% | -16.2% | +34.4% | +17.9% |
| 6M | +34.7% | -18.6% | +53.3% | +34.3% |
| YTD | +45.8% | +40.7% | +5.1% | +34.8% |
| 1Y | +84.6% | +59.6% | +25.0% | +64.2% |
| All | +84.6% | +55.9% | +28.6% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling