+33.1%
KRE vs RPRX
+72.5%
-39.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.4% |
| 7D | -1.4% | -8.0% | +6.6% | +1.0% |
| 30D | -3.9% | +2.1% | -6.0% | -4.7% |
| 3M | +3.6% | +8.2% | -4.6% | +0.8% |
| 6M | +15.4% | +28.9% | -13.5% | +6.0% |
| YTD | +15.2% | +54.1% | -38.9% | -0.1% |
| 1Y | +16.5% | +65.5% | -49.1% | -1.8% |
| 3Y | +85.2% | +117.3% | -32.1% | +39.4% |
| 5Y | +33.1% | +71.6% | -38.5% | +12.9% |
| All | +33.1% | +72.5% | -39.4% | +12.9% |
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 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