+33.0%
KDP vs RPRX
+66.6%
-33.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +5.1% | -3.8% | +0.6% |
| 30D | +6.0% | +11.2% | -5.2% | +4.4% |
| 3M | +9.2% | +16.7% | -7.5% | +6.8% |
| 6M | +14.7% | +36.0% | -21.3% | +9.9% |
| YTD | +19.2% | +67.8% | -48.6% | +11.0% |
| 1Y | +15.2% | +76.7% | -61.5% | +6.4% |
| 3Y | +6.0% | +128.1% | -122.1% | -5.6% |
| 5Y | +5.4% | +82.9% | -77.4% | -3.4% |
| All | +33.0% | +66.6% | -33.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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