-66.6%
RBLX vs KGC
+43.6%
-110.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.9% |
| 7D | +12.4% | -1.3% | +13.7% | +12.6% |
| 30D | +19.7% | +20.3% | -0.6% | +14.1% |
| 3M | -0.1% | +8.1% | -8.2% | -2.6% |
| 6M | -35.7% | -8.8% | -27.0% | -35.4% |
| YTD | -46.6% | +10.1% | -56.6% | -46.5% |
| 1Y | -66.6% | +44.2% | -110.8% | -66.1% |
| All | -66.6% | +43.6% | -110.2% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling