-70.7%
JBLU vs KMX
-54.8%
-16.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -5.0% | -3.1% | -1.9% | -3.6% |
| 30D | -23.9% | +4.4% | -28.3% | -25.4% |
| 3M | -11.6% | +18.9% | -30.6% | -18.9% |
| 6M | -0.2% | +44.3% | -44.5% | -18.3% |
| YTD | -3.3% | +58.7% | -62.0% | -24.3% |
| 1Y | -15.4% | +0.1% | -15.5% | -19.7% |
| 3Y | -14.7% | -24.4% | +9.7% | -8.3% |
| All | -70.7% | -54.8% | -16.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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