+35.8%
RBLX vs KEY
+127.4%
-91.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +6.1% | +6.7% | -0.6% | +4.1% |
| 3M | +45.3% | -4.6% | +49.9% | +47.5% |
| 6M | +27.4% | +2.6% | +24.8% | +26.2% |
| YTD | -35.1% | +7.0% | -42.0% | -36.5% |
| 1Y | -49.7% | +23.5% | -73.2% | -53.1% |
| All | +35.8% | +127.4% | -91.7% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling