+22.2%
KLAC vs JBLU
-2.0%
+24.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.2% |
| 7D | +2.5% | -4.8% | +7.2% | +3.6% |
| 30D | -11.5% | -24.4% | +12.9% | -6.1% |
| 3M | -16.9% | -4.8% | -12.2% | -17.6% |
| 6M | +22.2% | -0.5% | +22.7% | +16.0% |
| All | +22.2% | -2.0% | +24.2% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling