+88.7%
JEPQ vs KHC
-27.5%
+116.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.7% | -2.5% | +1.9% | -0.5% |
| 30D | +0.6% | +0.5% | 0.0% | +0.5% |
| 3M | +5.8% | +3.0% | +2.8% | +5.4% |
| 6M | +9.7% | +6.6% | +3.0% | +8.9% |
| YTD | +10.5% | +5.8% | +4.8% | +9.8% |
| 1Y | +18.4% | -2.2% | +20.6% | +18.5% |
| 3Y | +70.3% | -12.5% | +82.9% | +70.1% |
| All | +88.7% | -27.5% | +116.2% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling