+90.2%
JEPQ vs KR
+19.0%
+71.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.8% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +0.8% | +5.1% | -4.3% | +0.8% |
| 3M | +4.0% | -8.2% | +12.1% | +4.0% |
| 6M | +10.4% | -18.0% | +28.4% | +10.6% |
| YTD | +11.4% | -4.8% | +16.2% | +11.1% |
| 1Y | +18.9% | -11.0% | +29.9% | +18.9% |
| 3Y | +70.3% | +37.7% | +32.6% | +59.0% |
| All | +90.2% | +19.0% | +71.2% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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