+150.6%
KMI vs JBLU
-70.3%
+220.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.7% | -5.0% | +3.2% | -1.4% |
| 30D | -2.7% | -23.9% | +21.1% | -1.2% |
| 3M | -0.7% | -11.6% | +11.0% | -0.3% |
| 6M | -5.0% | -0.2% | -4.7% | -6.1% |
| YTD | +15.5% | -3.3% | +18.8% | +13.9% |
| 1Y | +16.4% | -15.4% | +31.8% | +15.8% |
| 3Y | +114.2% | -14.7% | +128.9% | +100.4% |
| All | +150.6% | -70.3% | +220.8% | +158.9% |
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