-34.5%
RBLX vs KEYS
+146.1%
-180.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -1.1% |
| 7D | +5.1% | +3.5% | +1.6% | +2.8% |
| 30D | +28.0% | -4.5% | +32.5% | +31.0% |
| 3M | +4.6% | -0.4% | +5.0% | +1.6% |
| 6M | -24.7% | +19.1% | -43.8% | -37.4% |
| YTD | -43.8% | +66.7% | -110.5% | -64.7% |
| 1Y | -65.8% | +96.5% | -162.2% | -81.6% |
| 3Y | +59.4% | +155.2% | -95.8% | -40.0% |
| 5Y | -48.2% | +88.0% | -136.2% | -72.0% |
| All | -34.5% | +146.1% | -180.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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