+90.2%
JEPQ vs KIM
+14.1%
+76.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.2% | -1.7% | +1.6% | +0.3% |
| 30D | +0.8% | -3.0% | +3.7% | +1.6% |
| 3M | +4.0% | -8.9% | +12.8% | +6.4% |
| 6M | +10.4% | +2.4% | +8.0% | +9.1% |
| YTD | +11.4% | +18.3% | -6.9% | +5.3% |
| 1Y | +18.9% | +8.2% | +10.7% | +15.4% |
| 3Y | +70.3% | +44.0% | +26.3% | +48.1% |
| All | +90.2% | +14.1% | +76.1% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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