+287.1%
KMB vs JBLU
-58.4%
+345.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -3.0% | -3.5% | +0.5% | -2.8% |
| 30D | -5.5% | -27.2% | +21.7% | -3.4% |
| 3M | +14.0% | -4.3% | +18.3% | +14.0% |
| 6M | +4.1% | -8.3% | +12.4% | +4.0% |
| YTD | +8.0% | +1.8% | +6.3% | +6.8% |
| 1Y | -13.7% | -9.0% | -4.7% | -14.2% |
| 3Y | -5.9% | -21.9% | +16.0% | -9.3% |
| 5Y | -8.6% | -69.0% | +60.4% | -6.6% |
| 10Y | +17.3% | -70.8% | +88.1% | +14.2% |
| All | +287.1% | -58.4% | +345.5% | +204.3% |
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