-28.2%
RBLX vs KDP
+26.4%
-54.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +5.0% | +9.7% | -4.7% | +4.3% |
| 3M | +31.5% | +17.6% | +13.9% | +30.1% |
| 6M | +18.9% | +25.8% | -6.8% | +17.4% |
| YTD | -38.4% | +33.9% | -72.3% | -39.2% |
| 1Y | -50.7% | +38.9% | -89.6% | -51.5% |
| 3Y | +28.8% | +26.8% | +2.0% | +23.4% |
| 5Y | -53.6% | +16.3% | -70.0% | -53.1% |
| All | -28.2% | +26.4% | -54.6% | -38.3% |
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