+11.4%
KRE vs RPRX
+86.5%
-75.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.7% | +3.3% | -2.6% | -0.3% |
| 30D | +6.1% | +17.9% | -11.8% | +0.9% |
| 3M | -5.9% | +19.2% | -25.2% | -11.1% |
| 6M | +9.6% | +31.7% | -22.1% | 0.0% |
| YTD | +14.2% | +82.5% | -68.3% | -6.9% |
| 1Y | +22.5% | +78.4% | -55.9% | +0.6% |
| 3Y | +90.4% | +177.0% | -86.6% | +28.3% |
| All | +11.4% | +86.5% | -75.0% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling