+90.2%
JEPQ vs KMX
-35.0%
+125.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -0.2% | -3.1% | +3.0% | +0.3% |
| 30D | +0.8% | +4.4% | -3.7% | 0.0% |
| 3M | +4.0% | +18.9% | -14.9% | +0.8% |
| 6M | +10.4% | +44.3% | -33.9% | +3.2% |
| YTD | +11.4% | +58.7% | -47.3% | +2.1% |
| 1Y | +18.9% | +0.1% | +18.8% | +17.0% |
| 3Y | +70.3% | -24.4% | +94.7% | +73.4% |
| All | +90.2% | -35.0% | +125.3% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling