+90.4%
JEPQ vs KIM
+16.9%
+73.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.4% | -0.3% | +1.8% | +1.5% |
| 30D | +1.3% | -1.7% | +3.0% | +1.8% |
| 3M | +3.8% | -0.8% | +4.7% | +3.7% |
| 6M | +12.2% | +4.4% | +7.8% | +10.3% |
| YTD | +11.6% | +21.2% | -9.7% | +4.7% |
| 1Y | +19.9% | +10.5% | +9.3% | +15.6% |
| 3Y | +71.9% | +47.5% | +24.4% | +48.6% |
| All | +90.4% | +16.9% | +73.5% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling