-12.7%
JBLU vs KIM
+33.1%
-45.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.4% | +9.7% |
| 7D | +24.9% | +10.6% | +14.3% | +18.8% |
| 30D | -12.3% | +17.5% | -29.8% | -19.2% |
| 3M | -44.5% | +4.7% | -49.2% | -45.4% |
| 6M | -25.7% | +13.1% | -38.8% | -31.7% |
| YTD | -21.8% | +32.1% | -53.8% | -29.5% |
| 1Y | -12.7% | +32.7% | -45.4% | -21.3% |
| All | -12.7% | +33.1% | -45.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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