+94.2%
JEPI vs KMX
-21.9%
+116.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.6% |
| 30D | -1.4% | +4.4% | -5.9% | -1.9% |
| 3M | +3.5% | +18.9% | -15.4% | +1.2% |
| 6M | +1.9% | +44.3% | -42.4% | -3.0% |
| YTD | +4.4% | +58.7% | -54.3% | -2.1% |
| 1Y | +7.2% | +0.1% | +7.1% | +5.7% |
| 3Y | +29.8% | -24.4% | +54.2% | +30.8% |
| 5Y | +41.7% | -54.4% | +96.1% | +48.2% |
| All | +94.2% | -21.9% | +116.1% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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