-34.5%
RBLX vs KWEB
-65.7%
+31.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +5.1% | -5.6% | +10.6% | +7.8% |
| 30D | +28.0% | -10.7% | +38.7% | +34.5% |
| 3M | +4.6% | -7.4% | +12.0% | +7.8% |
| 6M | -24.7% | -19.3% | -5.3% | -17.8% |
| YTD | -43.8% | -27.8% | -16.1% | -35.5% |
| 1Y | -65.8% | -35.9% | -29.8% | -58.5% |
| 3Y | +59.4% | -1.9% | +61.3% | +46.0% |
| 5Y | -48.2% | -43.2% | -5.0% | -37.2% |
| All | -34.5% | -65.7% | +31.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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