-35.5%
RBLX vs KEY
+38.1%
-73.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.2% | +4.0% |
| 7D | +10.2% | +2.7% | +7.5% | +9.2% |
| 30D | +18.6% | -3.2% | +21.8% | +19.7% |
| 3M | +6.0% | +1.0% | +5.0% | +5.5% |
| 6M | -29.5% | +11.9% | -41.3% | -32.1% |
| YTD | -44.7% | +8.7% | -53.4% | -46.4% |
| 1Y | -65.1% | +18.5% | -83.6% | -67.2% |
| 3Y | +54.5% | +124.0% | -69.5% | +15.2% |
| 5Y | -46.3% | +40.8% | -87.2% | -51.6% |
| All | -35.5% | +38.1% | -73.6% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling