-70.1%
JBLU vs KEY
+37.9%
-108.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.8% | -1.8% | -3.0% | -3.7% |
| 30D | -24.4% | -3.3% | -21.1% | -22.8% |
| 3M | -4.8% | -0.2% | -4.6% | -4.4% |
| 6M | -0.5% | +12.1% | -12.6% | -6.4% |
| YTD | -3.5% | +8.4% | -11.9% | -7.2% |
| 1Y | -13.6% | +17.6% | -31.2% | -20.7% |
| 3Y | -15.3% | +123.3% | -138.6% | -45.5% |
| 5Y | -70.1% | +39.5% | -109.6% | -74.8% |
| All | -70.1% | +37.9% | -108.0% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling