+4.4%
KDP vs JBLU
-16.1%
+20.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | -1.6% | -5.6% | +4.0% | -1.3% |
| 30D | +9.5% | -22.3% | +31.8% | +10.8% |
| 3M | +2.6% | -11.0% | +13.6% | +3.1% |
| 6M | +15.6% | -3.1% | +18.7% | +15.5% |
| YTD | +17.3% | -3.7% | +21.1% | +16.9% |
| 1Y | +20.1% | -14.8% | +34.9% | +20.1% |
| All | +4.4% | -16.1% | +20.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 3y: compounded portfolio wealth divided by compounded JBLU 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…
3y analysis · Full analysis span regression · 6 months rolling