+3,645.5%
MRK vs KR
+4,483.4%
-837.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.1% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +8.3% | +5.1% | +3.2% | +7.2% |
| 3M | +20.0% | -8.2% | +28.2% | +21.7% |
| 6M | +25.7% | -18.0% | +43.7% | +30.0% |
| YTD | +38.7% | -4.8% | +43.5% | +39.1% |
| 1Y | +74.7% | -11.0% | +85.7% | +77.2% |
| 3Y | +45.4% | +37.7% | +7.7% | +33.8% |
| 5Y | +129.0% | +52.8% | +76.3% | +103.2% |
| 10Y | +228.0% | +128.8% | +99.2% | +155.1% |
| All | +3,645.5% | +4,483.4% | -837.9% | +1,366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling