+93.8%
JEPI vs KMX
-23.3%
+117.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.1% | -1.9% | +0.7% | -0.9% |
| 30D | -1.3% | +2.6% | -3.8% | -1.6% |
| 3M | +3.3% | +25.6% | -22.2% | +0.4% |
| 6M | +1.0% | +41.9% | -40.9% | -3.7% |
| YTD | +4.2% | +56.0% | -51.8% | -2.1% |
| 1Y | +7.9% | -1.8% | +9.7% | +6.6% |
| 3Y | +30.0% | -25.7% | +55.8% | +31.4% |
| 5Y | +40.9% | -54.7% | +95.7% | +47.5% |
| All | +93.8% | -23.3% | +117.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling