+781.0%
MRK vs KRE
+148.5%
+632.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | +12.7% | -3.4% | +16.1% | +13.6% |
| 3M | +24.2% | +3.7% | +20.5% | +22.9% |
| 6M | +27.8% | +14.8% | +13.1% | +23.1% |
| YTD | +42.2% | +14.7% | +27.6% | +36.8% |
| 1Y | +80.2% | +16.0% | +64.2% | +72.5% |
| 3Y | +48.4% | +84.3% | -35.9% | +22.2% |
| 5Y | +133.6% | +30.9% | +102.7% | +105.5% |
| 10Y | +236.2% | +122.0% | +114.3% | +131.5% |
| All | +781.0% | +148.5% | +632.5% | +437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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