-73.8%
JBLU vs KEY
+172.4%
-246.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -5.0% | -1.5% | -3.4% | -4.0% |
| 30D | -23.9% | -3.7% | -20.2% | -22.0% |
| 3M | -11.6% | -1.3% | -10.4% | -10.7% |
| 6M | -0.2% | +13.3% | -13.5% | -7.1% |
| YTD | -3.3% | +9.0% | -12.3% | -7.5% |
| 1Y | -15.4% | +18.7% | -34.1% | -23.2% |
| 3Y | -14.7% | +125.3% | -140.0% | -48.6% |
| 5Y | -70.0% | +40.2% | -110.2% | -77.2% |
| All | -73.8% | +172.4% | -246.2% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling