+94.2%
JEPI vs KIM
+177.3%
-83.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.0% | -1.7% | +0.7% | -0.7% |
| 30D | -1.4% | -3.0% | +1.5% | -1.0% |
| 3M | +3.5% | -8.9% | +12.4% | +5.0% |
| 6M | +1.9% | +2.4% | -0.4% | +1.4% |
| YTD | +4.4% | +18.3% | -13.9% | +1.5% |
| 1Y | +7.2% | +8.2% | -1.0% | +5.6% |
| 3Y | +29.8% | +44.0% | -14.3% | +22.0% |
| 5Y | +41.7% | +37.3% | +4.4% | +34.2% |
| All | +94.2% | +177.3% | -83.2% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling