+90.2%
JEPQ vs KEEL
+17.0%
+73.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.5% |
| 7D | -0.2% | +2.9% | -3.0% | -0.4% |
| 30D | +0.8% | +0.8% | -0.1% | +0.4% |
| 3M | +4.0% | -35.3% | +39.3% | +6.2% |
| 6M | +10.4% | +59.4% | -49.0% | +4.7% |
| YTD | +11.4% | +51.9% | -40.5% | +5.3% |
| 1Y | +18.9% | +75.0% | -56.1% | +9.0% |
| 3Y | +70.3% | +224.5% | -154.3% | +37.8% |
| All | +90.2% | +17.0% | +73.2% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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