+8.1%
JEPQ vs KEY
+23.0%
-14.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.5% |
| 6M | +0.5% | +2.6% | -2.1% | -0.2% |
| YTD | +7.1% | +7.0% | +0.2% | +4.6% |
| 1Y | +8.1% | +23.5% | -15.4% | +2.6% |
| All | +8.1% | +23.0% | -14.9% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling