-70.7%
JBLU vs KEYS
+87.1%
-157.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -2.1% |
| 7D | -5.0% | +3.5% | -8.5% | -7.0% |
| 30D | -23.9% | -4.5% | -19.4% | -22.0% |
| 3M | -11.6% | -0.4% | -11.2% | -13.3% |
| 6M | -0.2% | +19.1% | -19.4% | -13.5% |
| YTD | -3.3% | +66.7% | -70.0% | -35.5% |
| 1Y | -15.4% | +96.5% | -111.8% | -50.4% |
| 3Y | -14.7% | +155.2% | -169.9% | -59.4% |
| All | -70.7% | +87.1% | -157.8% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling