+129.9%
MRK vs KEYS
+87.1%
+42.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.8% |
| 7D | -4.3% | +3.5% | -7.8% | -4.5% |
| 30D | +8.3% | -4.5% | +12.8% | +8.5% |
| 3M | +20.0% | -0.4% | +20.5% | +19.7% |
| 6M | +25.7% | +19.1% | +6.5% | +23.0% |
| YTD | +38.7% | +66.7% | -27.9% | +31.2% |
| 1Y | +74.7% | +96.5% | -21.8% | +62.4% |
| 3Y | +45.4% | +155.2% | -109.8% | +31.4% |
| All | +129.9% | +87.1% | +42.8% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling