+108.8%
KMI vs JBLU
-25.3%
+134.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.1% | -4.8% | +2.7% | -1.3% |
| 30D | -1.7% | -24.4% | +22.8% | +2.7% |
| 3M | -1.9% | -4.8% | +2.9% | -2.2% |
| 6M | -4.3% | -0.5% | -3.9% | -6.9% |
| YTD | +15.8% | -3.5% | +19.3% | +12.2% |
| 1Y | +17.6% | -13.6% | +31.2% | +15.5% |
| 3Y | +113.1% | -15.3% | +128.4% | +86.2% |
| 5Y | +154.0% | -70.1% | +224.1% | +170.0% |
| 10Y | +133.1% | -72.9% | +206.0% | +127.9% |
| All | +108.8% | -25.3% | +134.1% | +53.6% |
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