+90.2%
JEPQ vs KHC
-26.9%
+117.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -0.2% | -1.0% | +0.9% | -0.1% |
| 30D | +0.8% | +1.9% | -1.1% | +0.6% |
| 3M | +4.0% | +3.2% | +0.8% | +3.6% |
| 6M | +10.4% | +10.0% | +0.4% | +9.4% |
| YTD | +11.4% | +6.7% | +4.7% | +10.6% |
| 1Y | +18.9% | -0.9% | +19.8% | +18.9% |
| 3Y | +70.3% | -13.6% | +83.8% | +70.7% |
| All | +90.2% | -26.9% | +117.1% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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