-34.5%
RBLX vs KMI
+164.3%
-198.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.1% | -1.7% | +6.8% | +5.7% |
| 30D | +28.0% | -2.7% | +30.8% | +29.1% |
| 3M | +4.6% | -0.7% | +5.3% | +3.8% |
| 6M | -24.7% | -5.0% | -19.7% | -24.2% |
| YTD | -43.8% | +15.5% | -59.3% | -48.1% |
| 1Y | -65.8% | +16.4% | -82.2% | -68.6% |
| 3Y | +59.4% | +114.2% | -54.8% | +14.0% |
| 5Y | -48.2% | +153.3% | -201.5% | -62.6% |
| All | -34.5% | +164.3% | -198.8% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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