-12.9%
KMB vs JBLU
-70.1%
+57.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -4.0% |
| 7D | -8.6% | -5.6% | -3.0% | -8.4% |
| 30D | -7.5% | -22.3% | +14.8% | -6.8% |
| 3M | -0.6% | -11.0% | +10.3% | -0.3% |
| 6M | -1.5% | -3.1% | +1.5% | -1.6% |
| YTD | +1.6% | -3.7% | +5.3% | +1.6% |
| 1Y | -20.8% | -14.8% | -6.0% | -20.7% |
| 3Y | -12.4% | -15.4% | +3.1% | -14.0% |
| 5Y | -12.9% | -71.4% | +58.4% | -13.1% |
| All | -12.9% | -70.1% | +57.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling