-71.8%
JBLU vs KEY
+88.8%
-160.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | +2.5% | +2.9% | -0.5% | +1.2% |
| 30D | +24.9% | +8.4% | +16.5% | +20.5% |
| 3M | -35.2% | -5.8% | -29.4% | -33.3% |
| 6M | -20.0% | +5.4% | -25.4% | -21.6% |
| YTD | -17.4% | +7.1% | -24.4% | -19.2% |
| 1Y | -13.0% | +26.8% | -39.8% | -21.1% |
| 3Y | -5.3% | +128.7% | -134.0% | -34.2% |
| 5Y | -75.2% | +13.6% | -88.8% | -77.5% |
| 10Y | -80.5% | +99.7% | -180.1% | -86.5% |
| All | -71.8% | +88.8% | -160.6% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling