+78.9%
RPRX vs KIM
+129.4%
-50.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +4.6% | +2.8% | +1.8% | +4.0% |
| 30D | +22.0% | +15.9% | +6.1% | +18.2% |
| 3M | +20.3% | +7.8% | +12.5% | +18.3% |
| 6M | +37.9% | +11.9% | +26.0% | +34.6% |
| YTD | +82.2% | +31.0% | +51.2% | +72.1% |
| 1Y | +83.7% | +32.3% | +51.4% | +73.1% |
| 3Y | +175.4% | +65.5% | +110.0% | +146.7% |
| 5Y | +87.7% | +37.2% | +50.5% | +72.5% |
| All | +78.9% | +129.4% | -50.5% | +50.8% |
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