-66.1%
JBLU vs KEY
+91.7%
-157.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.6% |
| 7D | +1.1% | +2.7% | -1.6% | -0.1% |
| 30D | -25.5% | -3.2% | -22.3% | -24.3% |
| 3M | -5.0% | +1.0% | -6.0% | -5.2% |
| 6M | +0.7% | +11.9% | -11.2% | -3.8% |
| YTD | -0.7% | +8.7% | -9.4% | -3.6% |
| 1Y | -12.7% | +18.5% | -31.2% | -18.5% |
| 3Y | -12.7% | +124.0% | -136.7% | -39.0% |
| 5Y | -69.3% | +40.8% | -110.1% | -74.6% |
| 10Y | -73.0% | +167.0% | -240.0% | -83.3% |
| All | -66.1% | +91.7% | -157.8% | -84.0% |
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