+90.2%
JEPQ vs KMB
-13.6%
+103.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +1.1% | -8.6% | +9.7% | +1.6% |
| 30D | +1.3% | -7.5% | +8.8% | +1.8% |
| 3M | +4.7% | -0.6% | +5.3% | +4.5% |
| 6M | +10.6% | -1.5% | +12.2% | +10.4% |
| YTD | +11.4% | +1.6% | +9.8% | +10.9% |
| 1Y | +19.4% | -20.8% | +40.2% | +22.3% |
| 3Y | +71.7% | -12.4% | +84.1% | +69.5% |
| All | +90.2% | -13.6% | +103.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling