+59.4%
RBLX vs KNX
+34.6%
+24.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +5.1% | -5.6% | +10.6% | +6.5% |
| 30D | +28.0% | -4.4% | +32.4% | +29.3% |
| 3M | +4.6% | -17.3% | +21.9% | +9.1% |
| 6M | -24.7% | +22.6% | -47.3% | -29.1% |
| YTD | -43.8% | +31.1% | -75.0% | -48.1% |
| 1Y | -65.8% | +60.2% | -126.0% | -70.1% |
| 3Y | +59.4% | +35.8% | +23.6% | +43.9% |
| All | +59.4% | +34.6% | +24.8% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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