+274.4%
KLAC vs JBLU
-15.7%
+290.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | -2.7% | -5.0% | +2.3% | -1.9% |
| 30D | -13.2% | -23.9% | +10.7% | -9.7% |
| 3M | -25.0% | -11.6% | -13.4% | -24.1% |
| 6M | +23.6% | -0.2% | +23.8% | +22.2% |
| YTD | +49.2% | -3.3% | +52.5% | +47.5% |
| 1Y | +89.3% | -15.4% | +104.7% | +89.6% |
| 3Y | +274.4% | -14.7% | +289.1% | +258.1% |
| All | +274.4% | -15.7% | +290.1% | +258.1% |
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