+110.1%
KRE vs RPRX
+81.2%
+28.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +0.7% | +3.3% | -2.6% | +0.1% |
| 30D | +6.1% | +17.9% | -11.8% | +2.5% |
| 3M | -5.9% | +19.2% | -25.2% | -9.5% |
| 6M | +9.6% | +31.7% | -22.1% | +3.0% |
| YTD | +14.2% | +82.5% | -68.3% | -0.2% |
| 1Y | +22.5% | +78.4% | -55.9% | +7.5% |
| 3Y | +90.4% | +177.0% | -86.6% | +49.4% |
| 5Y | +11.9% | +86.5% | -74.6% | -4.7% |
| All | +110.1% | +81.2% | +28.9% | +77.9% |
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 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