+128.7%
KEY vs RPRX
+177.1%
-48.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.9% | +3.3% | -0.4% | +2.4% |
| 30D | +8.4% | +17.9% | -9.5% | +5.5% |
| 3M | -5.8% | +19.2% | -25.0% | -8.5% |
| 6M | +5.4% | +31.7% | -26.3% | +0.4% |
| YTD | +7.1% | +82.5% | -75.4% | -4.1% |
| 1Y | +26.8% | +78.4% | -51.6% | +14.0% |
| 3Y | +128.7% | +177.0% | -48.3% | +85.4% |
| All | +128.7% | +177.1% | -48.4% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling