+26.8%
KDP vs JBLU
-1.8%
+28.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.7% |
| 7D | -0.8% | +2.5% | -3.2% | -0.9% |
| 30D | +9.7% | +24.9% | -15.2% | +8.6% |
| 3M | +17.6% | -35.2% | +52.8% | +19.7% |
| 6M | +25.8% | -20.0% | +45.8% | +26.7% |
| YTD | +33.9% | -17.4% | +51.2% | +34.1% |
| 1Y | +38.9% | -13.0% | +51.8% | +38.8% |
| 3Y | +26.8% | -5.3% | +32.1% | +23.0% |
| All | +26.8% | -1.8% | +28.6% | +23.0% |
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