+82.8%
JEPQ vs KEY
+36.8%
+46.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -6.6% | +6.7% | -13.3% | -7.7% |
| 3M | -2.6% | -4.6% | +2.0% | -1.8% |
| 6M | +0.5% | +2.6% | -2.1% | -0.1% |
| YTD | +7.1% | +7.0% | +0.2% | +5.5% |
| 1Y | +8.1% | +23.5% | -15.4% | +3.7% |
| 3Y | +61.2% | +126.4% | -65.2% | +38.8% |
| All | +82.8% | +36.8% | +46.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling