+57.2%
RBLX vs KIM
+43.4%
+13.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +8.1% | -1.5% | +9.6% | +8.6% |
| 30D | +23.9% | -1.7% | +25.6% | +24.5% |
| 3M | +8.1% | -7.1% | +15.3% | +10.4% |
| 6M | -23.7% | +2.9% | -26.6% | -25.0% |
| YTD | -44.6% | +18.8% | -63.5% | -48.4% |
| 1Y | -66.2% | +9.4% | -75.6% | -67.5% |
| All | +57.2% | +43.4% | +13.8% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling