+179.3%
KO vs JBLU
-72.4%
+251.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.2% | -5.0% | +5.2% | +0.7% |
| 30D | +1.8% | -23.9% | +25.7% | +4.1% |
| 3M | +7.7% | -11.6% | +19.3% | +8.4% |
| 6M | +15.3% | -0.2% | +15.5% | +14.1% |
| YTD | +28.0% | -3.3% | +31.3% | +26.4% |
| 1Y | +34.3% | -15.4% | +49.7% | +33.9% |
| 3Y | +63.8% | -14.7% | +78.5% | +53.1% |
| 5Y | +84.1% | -70.0% | +154.1% | +93.5% |
| All | +179.3% | -72.4% | +251.7% | +174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling