+62.2%
JEPQ vs KMB
+0.4%
+61.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.3% |
| 7D | +5.7% | -3.0% | +8.7% | +5.5% |
| 30D | -5.9% | +9.1% | -15.0% | -5.5% |
| 3M | -2.5% | -0.4% | -2.1% | -2.4% |
| 6M | +1.3% | +13.0% | -11.7% | +1.8% |
| YTD | +7.8% | +10.3% | -2.5% | +8.3% |
| 1Y | +8.8% | +8.2% | +0.5% | +9.2% |
| All | +62.2% | +0.4% | +61.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 3y: compounded portfolio wealth divided by compounded KMB 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…
3y analysis · Full analysis span regression · 6 months rolling