-73.8%
JBLU vs KEYS
+1,049.9%
-1,123.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.7% |
| 7D | -5.0% | +3.5% | -8.5% | -6.6% |
| 30D | -23.9% | -4.5% | -19.4% | -22.4% |
| 3M | -11.6% | -0.4% | -11.2% | -12.8% |
| 6M | -0.2% | +19.1% | -19.4% | -10.2% |
| YTD | -3.3% | +66.7% | -70.0% | -27.8% |
| 1Y | -15.4% | +96.5% | -111.8% | -42.2% |
| 3Y | -14.7% | +155.2% | -169.9% | -48.5% |
| 5Y | -70.0% | +88.0% | -158.0% | -79.7% |
| All | -73.8% | +1,049.9% | -1,123.7% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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