-66.6%
RBLX vs KIM
+10.4%
-77.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +12.4% | +0.4% | +12.0% | +12.4% |
| 30D | +19.7% | -4.0% | +23.7% | +19.6% |
| 3M | -0.1% | +0.5% | -0.6% | -1.1% |
| 6M | -35.7% | +3.6% | -39.4% | -37.2% |
| YTD | -46.6% | +20.4% | -67.0% | -47.4% |
| 1Y | -66.6% | +9.7% | -76.3% | -67.0% |
| All | -66.6% | +10.4% | -77.1% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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