-14.7%
JBLU vs KGC
+524.7%
-539.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -5.0% | -5.6% | +0.7% | -4.0% |
| 30D | -23.9% | +6.1% | -30.0% | -24.8% |
| 3M | -11.6% | +17.3% | -29.0% | -14.7% |
| 6M | -0.2% | -10.3% | +10.1% | +0.5% |
| YTD | -3.3% | +3.9% | -7.2% | -4.2% |
| 1Y | -15.4% | +25.7% | -41.1% | -17.9% |
| 3Y | -14.7% | +526.0% | -540.7% | -31.7% |
| All | -14.7% | +524.7% | -539.4% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling