+9.5%
JEPQ vs KGC
-20.2%
+29.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +3.4% | -6.7% | +10.1% | +4.2% |
| 30D | -5.6% | -6.7% | +1.0% | -4.9% |
| 3M | -4.2% | -22.6% | +18.4% | -1.8% |
| 6M | -0.2% | -33.4% | +33.3% | +3.4% |
| YTD | +6.7% | -26.0% | +32.7% | +6.6% |
| 1Y | +9.5% | -18.3% | +27.8% | +6.7% |
| All | +9.5% | -20.2% | +29.7% | +6.7% |
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