-67.1%
JBLU vs KMX
+307.3%
-374.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.8% | -3.4% | -1.4% | -3.3% |
| 30D | -24.4% | +4.0% | -28.5% | -25.8% |
| 3M | -4.8% | +24.8% | -29.6% | -14.6% |
| 6M | -0.5% | +43.6% | -44.1% | -18.2% |
| YTD | -3.5% | +56.6% | -60.1% | -23.9% |
| 1Y | -13.6% | +2.2% | -15.8% | -19.9% |
| 3Y | -15.3% | -25.4% | +10.2% | -10.1% |
| 5Y | -70.1% | -55.0% | -15.1% | -62.1% |
| 10Y | -72.9% | +9.6% | -82.5% | -77.8% |
| All | -67.1% | +307.3% | -374.3% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling