+323.4%
KORU vs RPRX
+52.7%
+270.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.1% |
| 7D | -1.7% | -8.4% | +6.7% | +3.0% |
| 30D | +13.5% | -0.6% | +14.2% | +13.9% |
| 3M | -45.2% | +6.4% | -51.6% | -48.4% |
| 6M | +17.1% | +26.6% | -9.5% | -0.1% |
| YTD | +154.1% | +53.8% | +100.4% | +95.6% |
| 1Y | +375.7% | +62.8% | +312.9% | +253.0% |
| 3Y | +474.0% | +118.0% | +356.0% | +260.5% |
| 5Y | +60.4% | +71.2% | -10.8% | +18.7% |
| All | +323.4% | +52.7% | +270.7% | +221.7% |
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