+90.4%
JEPQ vs KMB
-9.9%
+100.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +1.4% | -2.7% | +4.2% | +1.6% |
| 30D | +1.3% | -5.0% | +6.4% | +1.6% |
| 3M | +3.8% | +6.6% | -2.7% | +3.1% |
| 6M | +12.2% | +1.0% | +11.2% | +11.9% |
| YTD | +11.6% | +6.0% | +5.6% | +10.7% |
| 1Y | +19.9% | -16.6% | +36.5% | +22.3% |
| 3Y | +71.9% | -8.6% | +80.5% | +69.2% |
| All | +90.4% | -9.9% | +100.3% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling