+59.4%
RBLX vs KEEL
+197.5%
-138.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.9% |
| 7D | +5.1% | +2.9% | +2.2% | +4.6% |
| 30D | +28.0% | +0.8% | +27.2% | +27.2% |
| 3M | +4.6% | -35.3% | +39.9% | +8.5% |
| 6M | -24.7% | +59.4% | -84.0% | -32.4% |
| YTD | -43.8% | +51.9% | -95.8% | -49.6% |
| 1Y | -65.8% | +75.0% | -140.8% | -70.4% |
| 3Y | +59.4% | +224.5% | -165.2% | +24.4% |
| All | +59.4% | +197.5% | -138.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling