-35.5%
RBLX vs KGC
+395.7%
-431.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.9% |
| 7D | +10.2% | +2.4% | +7.8% | +9.6% |
| 30D | +18.6% | +9.2% | +9.4% | +16.3% |
| 3M | +6.0% | +16.7% | -10.8% | +2.3% |
| 6M | -29.5% | -7.0% | -22.4% | -29.3% |
| YTD | -44.7% | +7.5% | -52.2% | -45.9% |
| 1Y | -65.1% | +34.4% | -99.5% | -67.3% |
| 3Y | +54.5% | +552.0% | -497.5% | +3.8% |
| 5Y | -46.3% | +454.5% | -500.9% | -62.8% |
| All | -35.5% | +395.7% | -431.3% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling