+1,926.4%
MRK vs KIM
+3,319.9%
-1,393.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | +14.1% | -13.8% | -2.3% |
| 3M | +9.7% | +6.0% | +3.7% | +8.4% |
| 6M | +32.0% | +13.2% | +18.7% | +28.7% |
| YTD | +43.3% | +30.4% | +12.9% | +35.8% |
| 1Y | +63.7% | +31.0% | +32.6% | +55.1% |
| 3Y | +58.0% | +67.6% | -9.6% | +41.7% |
| 5Y | +105.0% | +35.8% | +69.2% | +88.6% |
| 10Y | +228.6% | +63.7% | +165.0% | +171.2% |
| All | +1,926.4% | +3,319.9% | -1,393.5% | +738.8% |
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