-70.7%
JBLU vs KGC
+453.5%
-524.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -5.0% | -5.6% | +0.7% | -3.9% |
| 30D | -23.9% | +6.1% | -30.0% | -24.9% |
| 3M | -11.6% | +17.3% | -29.0% | -15.0% |
| 6M | -0.2% | -10.3% | +10.1% | +0.9% |
| YTD | -3.3% | +3.9% | -7.2% | -4.9% |
| 1Y | -15.4% | +25.7% | -41.1% | -19.7% |
| 3Y | -14.7% | +526.0% | -540.7% | -41.9% |
| All | -70.7% | +453.5% | -524.3% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling