‘The only person I’m afraid for is Aglaya: Rogozhin knows how much you love her; a love for a love; you’ve taken Nastasya Filippovna away from him and he’ll kill Aglaya Ivanovna; she’s not yours now, of course, but it would be a heavy blow for you, wouldn’t it?’
An interesting prediction though it did turn out to be wrong; I understand he meant to scare Myshkin. Rogozhin didn’t care about ‘a love for a love’; he just wanted Nastasya and has been symbolically having a tug of war with Myshkin since literally the beginning. He bid 100k for Nastya, and has been jealous of the Prince over Nastya’s being in love with him for so long. That’s why he killed her.

