+94.2%
JEPI vs KEYS
+230.7%
-136.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | 0.0% |
| 7D | -1.0% | +3.5% | -4.5% | -1.6% |
| 30D | -1.4% | -4.5% | +3.1% | -0.7% |
| 3M | +3.5% | -0.4% | +4.0% | +3.0% |
| 6M | +1.9% | +19.1% | -17.2% | -2.4% |
| YTD | +4.4% | +66.7% | -62.2% | -7.3% |
| 1Y | +7.2% | +96.5% | -89.3% | -8.4% |
| 3Y | +29.8% | +155.2% | -125.4% | +2.8% |
| 5Y | +41.7% | +88.0% | -46.3% | +16.6% |
| All | +94.2% | +230.7% | -136.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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