+8.4%
JEPQ vs KGC
-5.3%
+13.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | 0.0% |
| 7D | -4.9% | -6.8% | +1.9% | -4.2% |
| 30D | -6.7% | -9.2% | +2.5% | -5.7% |
| 3M | -3.0% | -9.1% | +6.1% | -2.7% |
| 6M | +1.4% | -25.7% | +27.0% | +3.8% |
| YTD | +6.5% | -23.6% | +30.1% | +5.8% |
| 1Y | +8.4% | -4.3% | +12.7% | +1.6% |
| All | +8.4% | -5.3% | +13.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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