+77.7%
RPRX vs KIM
+127.4%
-49.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +2.1% | -0.7% | +2.7% | +2.2% |
| 30D | +21.9% | +13.4% | +8.5% | +18.7% |
| 3M | +16.9% | +6.5% | +10.4% | +15.3% |
| 6M | +34.5% | +10.6% | +23.9% | +31.6% |
| YTD | +80.9% | +29.9% | +51.0% | +71.2% |
| 1Y | +77.6% | +29.6% | +48.0% | +68.1% |
| 3Y | +173.5% | +64.1% | +109.5% | +145.4% |
| 5Y | +84.9% | +35.3% | +49.6% | +70.4% |
| All | +77.7% | +127.4% | -49.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling