+58.0%
JEPQ vs KEY
+124.5%
-66.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | -8.6% | +6.9% | -15.5% | -10.0% |
| 3M | -4.5% | -5.0% | +0.5% | -3.5% |
| 6M | -1.3% | +0.7% | -2.0% | -1.6% |
| YTD | +5.0% | +6.5% | -1.4% | +3.1% |
| 1Y | +5.9% | +22.6% | -16.7% | +0.6% |
| 3Y | +58.0% | +125.3% | -67.3% | +40.3% |
| All | +58.0% | +124.5% | -66.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling