-34.5%
RBLX vs KEEL
-30.3%
-4.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.6% |
| 7D | +5.1% | +2.9% | +2.2% | +4.3% |
| 30D | +28.0% | +0.8% | +27.2% | +26.5% |
| 3M | +4.6% | -35.3% | +39.9% | +10.8% |
| 6M | -24.7% | +59.4% | -84.0% | -37.4% |
| YTD | -43.8% | +51.9% | -95.8% | -53.4% |
| 1Y | -65.8% | +75.0% | -140.8% | -74.1% |
| 3Y | +59.4% | +224.5% | -165.2% | -21.4% |
| 5Y | -48.2% | -35.9% | -12.3% | -65.7% |
| All | -34.5% | -30.3% | -4.3% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling