+1,116.0%
KDP vs JBLU
-4.6%
+1,120.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +2.1% | +1.1% | +1.0% | +2.0% |
| 30D | +8.5% | -25.5% | +34.0% | +11.5% |
| 3M | +6.6% | -5.0% | +11.6% | +6.7% |
| 6M | +17.1% | +0.7% | +16.4% | +15.8% |
| YTD | +19.0% | -0.7% | +19.7% | +17.3% |
| 1Y | +21.8% | -12.7% | +34.5% | +21.2% |
| 3Y | +6.4% | -12.7% | +19.2% | +0.1% |
| 5Y | +5.1% | -69.3% | +74.4% | +8.6% |
| 10Y | +175.8% | -73.0% | +248.8% | +170.8% |
| All | +1,116.0% | -4.6% | +1,120.6% | +795.9% |
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