+150.8%
KRE vs JBLU
-64.8%
+215.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | -4.8% | +3.4% | +0.1% |
| 30D | -3.9% | -24.4% | +20.5% | +4.9% |
| 3M | +3.6% | -4.8% | +8.4% | +3.5% |
| 6M | +15.4% | -0.5% | +15.8% | +10.8% |
| YTD | +15.2% | -3.5% | +18.7% | +10.1% |
| 1Y | +16.5% | -13.6% | +30.0% | +14.4% |
| 3Y | +85.2% | -15.3% | +100.4% | +51.8% |
| 5Y | +33.1% | -70.1% | +103.2% | +52.5% |
| 10Y | +123.1% | -72.9% | +196.0% | +137.7% |
| All | +150.8% | -64.8% | +215.6% | +48.8% |
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