+90.4%
JEPQ vs KDP
-1.5%
+91.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.4% | +2.1% | -0.6% | +1.2% |
| 30D | +1.3% | +8.5% | -7.1% | +0.4% |
| 3M | +3.8% | +6.6% | -2.8% | +2.8% |
| 6M | +12.2% | +17.1% | -4.9% | +9.6% |
| YTD | +11.6% | +19.0% | -7.5% | +8.5% |
| 1Y | +19.9% | +21.8% | -1.9% | +16.0% |
| 3Y | +71.9% | +6.4% | +65.5% | +69.2% |
| All | +90.4% | -1.5% | +91.9% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling