-34.1%
JBLU vs KRMN
+17.6%
-51.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | -5.0% | -11.8% | +6.8% | -2.7% |
| 30D | -23.9% | -43.0% | +19.1% | -15.2% |
| 3M | -11.6% | -28.8% | +17.2% | -6.7% |
| 6M | -0.2% | -66.3% | +66.1% | +21.8% |
| YTD | -3.3% | -51.8% | +48.5% | +5.5% |
| 1Y | -15.4% | -44.7% | +29.3% | -13.7% |
| All | -34.1% | +17.6% | -51.7% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling