+90.2%
JEPQ vs KGC
+521.5%
-431.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.2% | -5.6% | +5.5% | +0.5% |
| 30D | +0.8% | +6.1% | -5.4% | -0.1% |
| 3M | +4.0% | +17.3% | -13.4% | +1.6% |
| 6M | +10.4% | -10.3% | +20.7% | +10.9% |
| YTD | +11.4% | +3.9% | +7.6% | +9.4% |
| 1Y | +18.9% | +25.7% | -6.8% | +13.6% |
| 3Y | +70.3% | +526.0% | -455.7% | +29.5% |
| All | +90.2% | +521.5% | -431.3% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling