+88.7%
JEPQ vs KEY
+38.7%
+50.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | -1.8% | +1.1% | -0.3% |
| 30D | +0.6% | -3.3% | +3.9% | +1.1% |
| 3M | +5.8% | -0.2% | +6.0% | +5.8% |
| 6M | +9.7% | +12.1% | -2.5% | +7.2% |
| YTD | +10.5% | +8.4% | +2.1% | +8.6% |
| 1Y | +18.4% | +17.6% | +0.8% | +14.5% |
| 3Y | +70.3% | +123.3% | -53.0% | +46.7% |
| All | +88.7% | +38.7% | +50.0% | +91.1% |
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