+88.7%
JEPQ vs KR
+15.9%
+72.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.7% | -2.7% | +2.0% | -0.7% |
| 30D | +0.6% | +1.9% | -1.4% | +0.6% |
| 3M | +5.8% | -11.0% | +16.8% | +5.8% |
| 6M | +9.7% | -20.2% | +29.9% | +9.9% |
| YTD | +10.5% | -7.3% | +17.8% | +10.1% |
| 1Y | +18.4% | -13.1% | +31.5% | +18.3% |
| 3Y | +70.3% | +29.7% | +40.6% | +59.9% |
| All | +88.7% | +15.9% | +72.8% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling