+233.8%
KEYS vs RPRX
+52.7%
+181.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | -8.4% | +11.9% | +5.4% |
| 30D | -4.5% | -0.6% | -3.8% | -4.5% |
| 3M | -0.4% | +6.4% | -6.8% | -2.3% |
| 6M | +19.1% | +26.6% | -7.5% | +11.8% |
| YTD | +66.7% | +53.8% | +12.9% | +49.3% |
| 1Y | +96.5% | +62.8% | +33.7% | +73.5% |
| 3Y | +155.2% | +118.0% | +37.1% | +108.4% |
| 5Y | +88.0% | +71.2% | +16.8% | +63.3% |
| All | +233.8% | +52.7% | +181.1% | +191.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling