+5,377.4%
KLAC vs JBLU
-60.6%
+5,438.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.5% |
| 7D | +6.2% | -5.6% | +11.8% | +7.6% |
| 30D | -5.0% | -22.3% | +17.3% | +0.7% |
| 3M | -14.4% | -11.0% | -3.4% | -12.9% |
| 6M | +28.3% | -3.1% | +31.4% | +26.4% |
| YTD | +51.1% | -3.7% | +54.8% | +47.7% |
| 1Y | +100.4% | -14.8% | +115.2% | +100.4% |
| 3Y | +276.3% | -15.4% | +291.8% | +231.2% |
| 5Y | +452.1% | -71.4% | +523.4% | +522.4% |
| 10Y | +2,986.0% | -73.0% | +3,059.0% | +3,072.2% |
| All | +5,377.4% | -60.6% | +5,438.0% | +3,657.8% |
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