-67.1%
JBLU vs KIM
+358.2%
-425.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -5.6% | -1.0% | -4.6% | -5.1% |
| 30D | -22.3% | -1.1% | -21.3% | -21.9% |
| 3M | -11.0% | -5.3% | -5.7% | -8.5% |
| 6M | -3.1% | +3.9% | -7.0% | -5.2% |
| YTD | -3.7% | +20.3% | -24.0% | -13.3% |
| 1Y | -14.8% | +10.4% | -25.2% | -19.5% |
| 3Y | -15.4% | +46.3% | -61.8% | -30.7% |
| 5Y | -71.4% | +37.6% | -108.9% | -75.4% |
| 10Y | -73.0% | +34.5% | -107.5% | -78.2% |
| All | -67.1% | +358.2% | -425.4% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling