-12.7%
JBLU vs KEY
+29.6%
-42.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +10.3% |
| 7D | +24.9% | +1.7% | +23.3% | +23.2% |
| 30D | -12.3% | +6.8% | -19.1% | -18.3% |
| 3M | -44.5% | -5.8% | -38.6% | -40.4% |
| 6M | -25.7% | +1.4% | -27.1% | -26.7% |
| YTD | -21.8% | +7.5% | -29.3% | -27.5% |
| 1Y | -12.7% | +29.6% | -42.4% | -31.4% |
| All | -12.7% | +29.6% | -42.4% | -31.4% |
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