-12.7%
JBLU vs KGC
-5.3%
-7.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.5% | +4.5% | +9.1% |
| 7D | +24.9% | -6.8% | +31.7% | +27.8% |
| 30D | -12.3% | -9.2% | -3.2% | -9.2% |
| 3M | -44.5% | -9.1% | -35.3% | -43.6% |
| 6M | -25.7% | -25.7% | 0.0% | -19.1% |
| YTD | -21.8% | -23.6% | +1.9% | -15.9% |
| 1Y | -12.7% | -4.3% | -8.5% | -12.9% |
| All | -12.7% | -5.3% | -7.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling