-37.7%
RBLX vs KMB
-2.5%
-35.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.3% |
| 7D | +12.4% | -3.0% | +15.4% | +12.3% |
| 30D | +19.7% | -5.5% | +25.1% | +19.3% |
| 3M | -0.1% | +14.0% | -14.1% | +1.2% |
| 6M | -35.7% | +4.1% | -39.8% | -35.4% |
| YTD | -46.6% | +8.0% | -54.6% | -46.0% |
| 1Y | -66.6% | -13.7% | -52.9% | -66.9% |
| 3Y | +52.3% | -5.9% | +58.2% | +50.7% |
| 5Y | -47.7% | -8.6% | -39.1% | -51.5% |
| All | -37.7% | -2.5% | -35.1% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling