+139.3%
RPRX vs KIM
+46.2%
+93.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | +11.2% | -4.0% | +15.2% | +12.5% |
| 3M | +16.7% | +0.5% | +16.2% | +16.6% |
| 6M | +36.0% | +3.6% | +32.4% | +34.6% |
| YTD | +67.8% | +20.4% | +47.4% | +59.2% |
| 1Y | +76.7% | +9.7% | +67.0% | +72.0% |
| All | +139.3% | +46.2% | +93.1% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling