-35.4%
RBLX vs KMB
-8.6%
-26.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +8.1% | -7.7% | +15.8% | +7.7% |
| 30D | +23.9% | -8.2% | +32.1% | +23.4% |
| 3M | +8.1% | -1.9% | +10.0% | +8.3% |
| 6M | -23.7% | -0.7% | -23.0% | -23.4% |
| YTD | -44.6% | +1.4% | -46.0% | -44.2% |
| 1Y | -66.2% | -19.1% | -47.1% | -66.6% |
| 3Y | +54.7% | -12.6% | +67.3% | +52.7% |
| 5Y | -48.9% | -12.7% | -36.3% | -52.0% |
| All | -35.4% | -8.6% | -26.9% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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