-43.0%
KHC vs JBLU
-77.9%
+34.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -0.1% | -25.5% | +25.4% | +2.4% |
| 3M | +8.3% | -5.0% | +13.4% | +8.4% |
| 6M | +5.0% | +0.7% | +4.3% | +3.9% |
| YTD | +8.0% | -0.7% | +8.7% | +6.3% |
| 1Y | -1.1% | -12.7% | +11.6% | -1.7% |
| 3Y | -10.7% | -12.7% | +2.0% | -16.0% |
| 5Y | -13.5% | -69.3% | +55.8% | -10.1% |
| 10Y | -55.4% | -73.0% | +17.6% | -56.3% |
| All | -43.0% | -77.9% | +34.9% | -45.7% |
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 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