Despite this, police arrived to their home shortly after in clearly marked vehicles.
John and Patsy would remain the primary suspects in their daughter's death for more than a decade, and it was not until 2008 that police finally cleared them of any wrongdoing.
At that time, Patsy had been dead for two years after a lengthy battle with ovarian cancer.
She was initially suspected by many of being the murderer after reports emerged that handwriting on the ransom note was similar to her own, but after she willingly provided a sample to police it was determined she did not write the note.
Many also suspected someone in the family as they claimed there were no footprints in the snow around the house and the ransom amount was the exact amount that John had just received in his annual bonus.
Gray however says that if police had just listened to Kenady they could have solved the case, but they refused to call him back despite the fact that he reached out almost 20 times with information about Helgoth.
'Kenady provided very relevant information that should have been a priority lead,' said Gray.
'But I got the distinct feeling that the Boulder police had absolutely no interest in anything that took away from the theory that John and Patsy Ramsey killed their daughter.'
Then, on February 13, 1997, Alex Hunter, who was then the district attorney, held a press conference where he spoke to JonBenet's unknown killer, saying; 'The list of suspect narrows. Soon there will be no one on the list but you.'
Helgoth died of an apparent suicide two days later at his home. Kenady believes he was murdered by an accomplice or accomplices who were with him when he killed JonBenet.
'The gun was found on Helgoth's right side, but the bullet hole goes from left to right. It doesn't make sense why someone would commit suicide in that manner,' said Kenady.
'He was murdered to keep his mouth shut.'
A few years after his death however Helgoth was cleared when it was revealed that none of his DNA was found under JonBenet's fingernails or in her underwear.
Gray however thinks that he is the killer, and claims he knows how to officially solve the case once and for all.
'If they could find out who killed Helgoth it could lead police to his accomplices in her murder,' he explains.
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