-9.0%
JBLU vs KEY
+21.3%
-30.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.1% |
| 7D | -3.5% | +2.2% | -5.7% | -5.8% |
| 30D | -27.2% | -3.0% | -24.2% | -24.7% |
| 3M | -4.3% | +3.3% | -7.7% | -7.2% |
| 6M | -8.3% | +9.2% | -17.5% | -16.7% |
| YTD | +1.8% | +10.6% | -8.9% | -7.7% |
| 1Y | -9.0% | +20.4% | -29.4% | -24.8% |
| All | -9.0% | +21.3% | -30.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling