+1,949.6%
MRK vs KIM
+3,058.9%
-1,109.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +17.1% | -4.0% | +21.1% | +18.1% |
| 3M | +25.9% | +0.5% | +25.4% | +25.8% |
| 6M | +26.8% | +3.6% | +23.2% | +25.9% |
| YTD | +44.9% | +20.4% | +24.5% | +39.6% |
| 1Y | +84.8% | +9.7% | +75.1% | +81.3% |
| 3Y | +50.1% | +46.0% | +4.1% | +38.2% |
| 5Y | +127.4% | +34.4% | +93.0% | +109.3% |
| 10Y | +240.0% | +29.3% | +210.7% | +194.5% |
| All | +1,949.6% | +3,058.9% | -1,109.4% | +761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling