+573.2%
KLAC vs RBLX
-29.5%
+602.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | -2.7% | +5.1% | -7.7% | -3.6% |
| 30D | -13.2% | +28.0% | -41.2% | -17.4% |
| 3M | -25.0% | +4.6% | -29.6% | -27.3% |
| 6M | +23.6% | -24.7% | +48.3% | +26.8% |
| YTD | +49.2% | -43.8% | +93.1% | +62.1% |
| 1Y | +89.3% | -65.8% | +155.1% | +126.3% |
| 3Y | +274.4% | +59.4% | +215.0% | +217.2% |
| 5Y | +440.9% | -48.2% | +489.2% | +398.0% |
| All | +573.2% | -29.5% | +602.7% | +481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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