-48.4%
RBLX vs KDP
+3.6%
-52.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | +8.0% | -1.6% | +9.6% | +8.1% |
| 30D | +20.2% | +9.5% | +10.7% | +19.4% |
| 3M | +3.5% | +2.6% | +0.9% | +3.3% |
| 6M | -28.9% | +15.6% | -44.6% | -29.3% |
| YTD | -45.1% | +17.3% | -62.4% | -45.4% |
| 1Y | -66.2% | +20.1% | -86.3% | -66.5% |
| 3Y | +53.5% | +4.9% | +48.6% | +50.9% |
| 5Y | -48.4% | +5.0% | -53.4% | -47.3% |
| All | -48.4% | +3.6% | -52.1% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling