-34.5%
RBLX vs KEY
+38.4%
-73.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +5.1% | -1.5% | +6.6% | +5.6% |
| 30D | +28.0% | -3.7% | +31.7% | +29.4% |
| 3M | +4.6% | -1.3% | +5.9% | +4.8% |
| 6M | -24.7% | +13.3% | -38.0% | -27.8% |
| YTD | -43.8% | +9.0% | -52.8% | -45.6% |
| 1Y | -65.8% | +18.7% | -84.5% | -67.8% |
| 3Y | +59.4% | +125.3% | -65.9% | +18.6% |
| 5Y | -48.2% | +40.2% | -88.4% | -53.4% |
| All | -34.5% | +38.4% | -73.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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