+89.8%
RPRX vs KIM
+31.1%
+58.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.2% | +4.1% | -3.9% | -1.1% |
| 30D | +18.6% | +16.8% | +1.8% | +12.9% |
| 3M | +18.0% | +5.7% | +12.3% | +15.9% |
| 6M | +33.8% | +9.7% | +24.1% | +29.8% |
| YTD | +76.6% | +30.2% | +46.3% | +62.2% |
| 1Y | +68.2% | +32.1% | +36.1% | +53.8% |
| 3Y | +161.5% | +58.6% | +102.9% | +121.4% |
| All | +89.8% | +31.1% | +58.7% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling