-67.0%
JBLU vs KNX
+949.8%
-1,016.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +1.0% |
| 7D | -5.0% | -5.6% | +0.6% | -2.1% |
| 30D | -23.9% | -4.4% | -19.5% | -22.2% |
| 3M | -11.6% | -17.3% | +5.7% | -3.3% |
| 6M | -0.2% | +22.6% | -22.9% | -11.4% |
| YTD | -3.3% | +31.1% | -34.4% | -16.9% |
| 1Y | -15.4% | +60.2% | -75.6% | -35.0% |
| 3Y | -14.7% | +35.8% | -50.5% | -28.6% |
| 5Y | -70.0% | +38.9% | -108.9% | -75.3% |
| 10Y | -72.9% | +166.5% | -239.3% | -85.7% |
| All | -67.0% | +949.8% | -1,016.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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