-34.5%
RBLX vs KGC
+379.0%
-413.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +5.1% | -5.6% | +10.7% | +6.2% |
| 30D | +28.0% | +6.1% | +21.9% | +26.2% |
| 3M | +4.6% | +17.3% | -12.7% | +0.9% |
| 6M | -24.7% | -10.3% | -14.4% | -24.0% |
| YTD | -43.8% | +3.9% | -47.7% | -44.7% |
| 1Y | -65.8% | +25.7% | -91.5% | -67.6% |
| 3Y | +59.4% | +526.0% | -466.6% | +7.9% |
| 5Y | -48.2% | +455.5% | -503.7% | -64.3% |
| All | -34.5% | +379.0% | -413.5% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling