+129.9%
MRK vs KR
+52.3%
+77.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.8% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +8.3% | +5.1% | +3.2% | +7.7% |
| 3M | +20.0% | -8.2% | +28.2% | +21.0% |
| 6M | +25.7% | -18.0% | +43.7% | +27.9% |
| YTD | +38.7% | -4.8% | +43.5% | +38.8% |
| 1Y | +74.7% | -11.0% | +85.7% | +75.9% |
| 3Y | +45.4% | +37.7% | +7.7% | +37.2% |
| All | +129.9% | +52.3% | +77.6% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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