+70.3%
JEPQ vs KDP
+4.7%
+65.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +1.1% | -1.6% | +2.6% | +1.1% |
| 30D | +1.3% | +9.5% | -8.2% | +1.1% |
| 3M | +4.7% | +2.6% | +2.1% | +4.5% |
| 6M | +10.6% | +15.6% | -5.0% | +9.8% |
| YTD | +11.4% | +17.3% | -5.9% | +10.5% |
| 1Y | +19.4% | +20.1% | -0.7% | +18.2% |
| All | +70.3% | +4.7% | +65.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 3y: compounded portfolio wealth divided by compounded KDP 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…
3y analysis · Full analysis span regression · 6 months rolling