+1,267.4%
KDP vs JBLU
-20.7%
+1,288.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.7% |
| 7D | -0.8% | +2.5% | -3.2% | -1.0% |
| 30D | +9.7% | +24.9% | -15.2% | +7.0% |
| 3M | +17.6% | -35.2% | +52.8% | +21.8% |
| 6M | +25.8% | -20.0% | +45.8% | +27.1% |
| YTD | +33.9% | -17.4% | +51.2% | +33.5% |
| 1Y | +38.9% | -13.0% | +51.8% | +37.7% |
| 3Y | +26.8% | -5.3% | +32.1% | +17.4% |
| 5Y | +16.3% | -75.2% | +91.5% | +22.4% |
| 10Y | +248.1% | -80.5% | +328.6% | +253.1% |
| All | +1,267.4% | -20.7% | +1,288.1% | +919.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling