+81.6%
KO vs JBLU
-70.3%
+151.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -4.8% | +3.7% | -0.9% |
| 30D | +1.6% | -24.4% | +26.0% | +2.5% |
| 3M | +5.8% | -4.8% | +10.5% | +5.8% |
| 6M | +14.3% | -0.5% | +14.7% | +13.9% |
| YTD | +27.3% | -3.5% | +30.8% | +26.8% |
| 1Y | +33.2% | -13.6% | +46.8% | +33.0% |
| 3Y | +64.5% | -15.3% | +79.7% | +60.2% |
| All | +81.6% | -70.3% | +151.9% | +88.3% |
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 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