+20.4%
KWEB vs JBLU
-33.2%
+53.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -5.6% | -5.0% | -0.6% | -4.7% |
| 30D | -10.7% | -23.9% | +13.2% | -6.3% |
| 3M | -7.4% | -11.6% | +4.2% | -6.2% |
| 6M | -19.3% | -0.2% | -19.1% | -21.0% |
| YTD | -27.8% | -3.3% | -24.5% | -29.6% |
| 1Y | -35.9% | -15.4% | -20.6% | -36.3% |
| 3Y | -1.9% | -14.7% | +12.8% | -13.1% |
| 5Y | -43.2% | -70.0% | +26.8% | -38.3% |
| 10Y | -21.2% | -72.9% | +51.7% | -19.9% |
| All | +20.4% | -33.2% | +53.6% | -8.7% |
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