+133.6%
MRK vs KIM
+37.3%
+96.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.7% | -1.0% | -1.8% | -2.5% |
| 30D | +12.7% | -1.1% | +13.8% | +12.9% |
| 3M | +24.2% | -5.3% | +29.6% | +25.5% |
| 6M | +27.8% | +3.9% | +23.9% | +27.0% |
| YTD | +42.2% | +20.3% | +21.9% | +37.6% |
| 1Y | +80.2% | +10.4% | +69.8% | +76.8% |
| 3Y | +48.4% | +46.3% | +2.1% | +39.8% |
| 5Y | +133.6% | +37.6% | +96.0% | +113.2% |
| All | +133.6% | +37.3% | +96.3% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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