+88.7%
JEPQ vs KIM
+14.6%
+74.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.7% | -1.5% | +0.8% | -0.3% |
| 30D | +0.6% | -1.7% | +2.2% | +1.0% |
| 3M | +5.8% | -7.1% | +12.9% | +7.7% |
| 6M | +9.7% | +2.9% | +6.8% | +8.2% |
| YTD | +10.5% | +18.8% | -8.3% | +4.3% |
| 1Y | +18.4% | +9.4% | +9.0% | +14.5% |
| 3Y | +70.3% | +44.6% | +25.7% | +48.0% |
| All | +88.7% | +14.6% | +74.1% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling