+61.1%
JEPQ vs KDP
+34.8%
+26.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +2.0% |
| 7D | -0.3% | +4.0% | -4.3% | -0.3% |
| 30D | -6.6% | +16.8% | -23.4% | -6.7% |
| 3M | -2.6% | +32.0% | -34.6% | -2.9% |
| 6M | +0.5% | +35.2% | -34.7% | -0.1% |
| YTD | +7.1% | +40.9% | -33.8% | +6.2% |
| 1Y | +8.1% | +47.7% | -39.6% | +6.9% |
| All | +61.1% | +34.8% | +26.3% | +62.0% |
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