-35.4%
RBLX vs KDP
+8.6%
-44.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | +8.1% | -4.3% | +12.4% | +8.4% |
| 30D | +23.9% | +7.8% | +16.1% | +23.3% |
| 3M | +8.1% | -0.1% | +8.2% | +8.1% |
| 6M | -23.7% | +14.0% | -37.7% | -24.0% |
| YTD | -44.6% | +15.1% | -59.7% | -44.8% |
| 1Y | -66.2% | +18.5% | -84.7% | -66.5% |
| 3Y | +54.7% | +2.9% | +51.8% | +52.6% |
| 5Y | -48.9% | +3.0% | -51.9% | -47.5% |
| All | -35.4% | +8.6% | -44.0% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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