-35.5%
RBLX vs KIM
+57.5%
-93.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.1% |
| 7D | +10.2% | -0.3% | +10.5% | +10.4% |
| 30D | +18.6% | -1.7% | +20.3% | +19.6% |
| 3M | +6.0% | -0.8% | +6.8% | +5.7% |
| 6M | -29.5% | +4.4% | -33.9% | -31.5% |
| YTD | -44.7% | +21.2% | -65.9% | -50.8% |
| 1Y | -65.1% | +10.5% | -75.7% | -67.4% |
| 3Y | +54.5% | +47.5% | +7.0% | +17.6% |
| 5Y | -46.3% | +37.1% | -83.4% | -55.5% |
| All | -35.5% | +57.5% | -93.0% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling