-37.7%
RBLX vs KHC
-16.8%
-20.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | +12.4% | -1.8% | +14.2% | +12.2% |
| 30D | +19.7% | -1.9% | +21.6% | +19.3% |
| 3M | -0.1% | +14.4% | -14.5% | +2.4% |
| 6M | -35.7% | +8.7% | -44.5% | -34.8% |
| YTD | -46.6% | +7.8% | -54.3% | -45.7% |
| 1Y | -66.6% | -1.5% | -65.1% | -66.7% |
| 3Y | +52.3% | -9.9% | +62.1% | +50.0% |
| 5Y | -47.7% | -10.7% | -37.0% | -44.2% |
| All | -37.7% | -16.8% | -20.9% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling