+79.5%
MRK vs KRMN
+17.6%
+61.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.6% |
| 7D | -4.3% | -11.8% | +7.5% | -4.0% |
| 30D | +8.3% | -43.0% | +51.3% | +9.5% |
| 3M | +20.0% | -28.8% | +48.9% | +20.7% |
| 6M | +25.7% | -66.3% | +92.0% | +27.1% |
| YTD | +38.7% | -51.8% | +90.5% | +39.6% |
| 1Y | +74.7% | -44.7% | +119.4% | +75.0% |
| All | +79.5% | +17.6% | +61.9% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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