-34.5%
RBLX vs KHC
-17.6%
-16.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.5% |
| 7D | +5.1% | -1.0% | +6.1% | +4.9% |
| 30D | +28.0% | +1.9% | +26.1% | +28.3% |
| 3M | +4.6% | +3.2% | +1.4% | +5.1% |
| 6M | -24.7% | +10.0% | -34.6% | -23.3% |
| YTD | -43.8% | +6.7% | -50.5% | -43.0% |
| 1Y | -65.8% | -0.9% | -64.9% | -65.8% |
| 3Y | +59.4% | -13.6% | +72.9% | +55.7% |
| 5Y | -48.2% | -12.8% | -35.4% | -44.6% |
| All | -34.5% | -17.6% | -16.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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