+26.9%
KRE vs JBLU
-12.5%
+39.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.9% | -10.2% | +0.3% |
| 7D | +2.8% | +24.9% | -22.1% | -0.1% |
| 30D | +5.3% | -12.3% | +17.6% | +7.3% |
| 3M | -4.2% | -44.5% | +40.2% | +4.1% |
| 6M | +8.7% | -25.7% | +34.4% | +12.4% |
| YTD | +16.4% | -21.8% | +38.1% | +17.2% |
| 1Y | +26.9% | -12.7% | +39.6% | +21.5% |
| All | +26.9% | -12.5% | +39.4% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling