+113.4%
KRE vs RPRX
+57.8%
+55.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -0.2% |
| 7D | +2.3% | -2.8% | +5.1% | +2.9% |
| 30D | -2.5% | +7.2% | -9.7% | -4.0% |
| 3M | +6.2% | +10.9% | -4.7% | +3.7% |
| 6M | +15.8% | +34.6% | -18.7% | +8.2% |
| YTD | +16.0% | +59.0% | -43.0% | +4.4% |
| 1Y | +16.2% | +72.5% | -56.4% | +2.4% |
| 3Y | +86.4% | +124.1% | -37.7% | +53.2% |
| 5Y | +33.0% | +75.9% | -43.0% | +15.8% |
| All | +113.4% | +57.8% | +55.6% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling