-18.6%
JBLU vs KRMN
-62.2%
+43.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -1.1% |
| 7D | +14.4% | -23.0% | +37.5% | +18.5% |
| 30D | -13.4% | -3.6% | -9.8% | -13.7% |
| 3M | -45.1% | -41.8% | -3.3% | -41.2% |
| 6M | -27.9% | -49.0% | +21.1% | -22.3% |
| YTD | -23.3% | -56.1% | +32.8% | -18.3% |
| 1Y | -18.6% | -59.8% | +41.1% | -11.9% |
| All | -18.6% | -62.2% | +43.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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