+60.5%
JEPQ vs KGC
+315.0%
-254.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +3.4% | -6.7% | +10.1% | +4.1% |
| 30D | -5.6% | -6.7% | +1.0% | -5.0% |
| 3M | -4.2% | -22.6% | +18.4% | -2.0% |
| 6M | -0.2% | -33.4% | +33.3% | +3.3% |
| YTD | +6.7% | -26.0% | +32.7% | +8.5% |
| 1Y | +9.5% | -18.3% | +27.8% | +10.0% |
| 3Y | +60.5% | +315.8% | -255.3% | +39.0% |
| All | +60.5% | +315.0% | -254.5% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling