-73.8%
JBLU vs KGC
+698.0%
-771.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -5.0% | -5.6% | +0.7% | -4.4% |
| 30D | -23.9% | +6.1% | -30.0% | -24.5% |
| 3M | -11.6% | +17.3% | -29.0% | -13.5% |
| 6M | -0.2% | -10.3% | +10.1% | +0.5% |
| YTD | -3.3% | +3.9% | -7.2% | -4.1% |
| 1Y | -15.4% | +25.7% | -41.1% | -17.7% |
| 3Y | -14.7% | +526.0% | -540.7% | -28.8% |
| 5Y | -70.0% | +455.5% | -525.5% | -75.2% |
| All | -73.8% | +698.0% | -771.8% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling