+18.9%
JEPQ vs KRMN
-43.1%
+62.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | -0.2% | -11.8% | +11.6% | +0.8% |
| 30D | +0.8% | -43.0% | +43.8% | +5.7% |
| 3M | +4.0% | -28.8% | +32.8% | +6.4% |
| 6M | +10.4% | -66.3% | +76.7% | +19.8% |
| YTD | +11.4% | -51.8% | +63.2% | +15.6% |
| 1Y | +18.9% | -44.7% | +63.6% | +21.2% |
| All | +18.9% | -43.1% | +62.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 1y: compounded portfolio wealth divided by compounded KRMN 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…
1y analysis · Full analysis span regression · 6 months rolling