-67.1%
JBLU vs KGC
+817.8%
-884.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -22.3% | +10.5% | -32.8% | -22.8% |
| 3M | -11.0% | +19.8% | -30.8% | -11.9% |
| 6M | -3.1% | -6.7% | +3.6% | -3.0% |
| YTD | -3.7% | +7.8% | -11.5% | -4.2% |
| 1Y | -14.8% | +35.7% | -50.5% | -16.1% |
| 3Y | -15.4% | +553.7% | -569.1% | -22.0% |
| 5Y | -71.4% | +461.7% | -533.1% | -73.6% |
| 10Y | -73.0% | +710.2% | -783.2% | -75.5% |
| All | -67.1% | +817.8% | -884.9% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling