+82.2%
JEPQ vs KMB
-4.2%
+86.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | +3.4% | +0.9% | +2.5% | +3.4% |
| 30D | -5.6% | +10.1% | -15.7% | -6.1% |
| 3M | -4.2% | 0.0% | -4.2% | -4.2% |
| 6M | -0.2% | +15.7% | -15.9% | -1.4% |
| YTD | +6.7% | +12.6% | -5.9% | +5.5% |
| 1Y | +9.5% | +10.1% | -0.7% | +8.5% |
| 3Y | +60.5% | +2.1% | +58.4% | +54.5% |
| All | +82.2% | -4.2% | +86.3% | +74.5% |
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