-15.1%
JBLU vs KEY
+121.2%
-136.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -5.6% | -0.3% | -5.3% | -5.4% |
| 30D | -22.3% | -3.3% | -19.1% | -20.3% |
| 3M | -11.0% | -0.7% | -10.2% | -10.2% |
| 6M | -3.1% | +12.5% | -15.6% | -10.4% |
| YTD | -3.7% | +8.4% | -12.1% | -8.2% |
| 1Y | -14.8% | +18.4% | -33.2% | -23.6% |
| All | -15.1% | +121.2% | -136.3% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling