Pembrolizumab and Capecitabine in Treating Patients With Locally Advanced or Metastatic Triple Negative or Hormone-Refractory Breast Cancer That Cannot Be Removed by Surgery

PRIMARY OBJECTIVES: I. To evaluate the median progression-free survival (median PFS) for participants receiving pembrolizumab with capecitabine for the treatment of locally advanced or metastatic triple negative breast cancer (TNBC) and hormone-refractory metastatic breast cancer (MBC). SECONDARY OBJECTIVES: I. To describe the objective response rate (ORR) for participants receiving pembrolizumab with capecitabine for the treatment of locally advanced or metastatic TNBC and hormone-refractory MBC. II. To describe the safety and tolerability of the combination of pembrolizumab and capecitabine for the treatment of locally advanced or metastatic TNBC and hormone-refractory MBC. TERTIARY OBJECTIVES: I. Analysis of expression of programmed cell death 1 ligand 1 (PD-L1) through immunohistochemical (IHC) analysis. II. To assess circulating tumor DNA (ctDNA). III. To evaluate ORR and median-PFS using immune-related Response Evaluation Criteria in Solid Tumors (irRECIST). OUTLINE: Patients receive pembrolizumab intravenously (IV) on day 1 and capecitabine orally (PO) twice daily (BID) on days 1-14. Courses repeat every 21 days in the absence of disease progression or unacceptable toxicity. After completion of study treatment, patients are followed up every 3 months for up to 2 years.