-34.5%
RBLX vs KNX
+62.2%
-96.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | +5.1% | -5.6% | +10.6% | +7.3% |
| 30D | +28.0% | -4.4% | +32.4% | +30.0% |
| 3M | +4.6% | -17.3% | +21.9% | +11.8% |
| 6M | -24.7% | +22.6% | -47.3% | -31.7% |
| YTD | -43.8% | +31.1% | -75.0% | -50.8% |
| 1Y | -65.8% | +60.2% | -126.0% | -72.9% |
| 3Y | +59.4% | +35.8% | +23.6% | +30.2% |
| 5Y | -48.2% | +38.9% | -87.1% | -56.3% |
| All | -34.5% | +62.2% | -96.7% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling