+23.5%
JEPQ vs KRMN
+17.6%
+5.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | -0.2% | -11.8% | +11.6% | +1.1% |
| 30D | +0.8% | -43.0% | +43.8% | +6.8% |
| 3M | +4.0% | -28.8% | +32.8% | +7.1% |
| 6M | +10.4% | -66.3% | +76.7% | +22.8% |
| YTD | +11.4% | -51.8% | +63.2% | +17.0% |
| 1Y | +18.9% | -44.7% | +63.6% | +21.3% |
| All | +23.5% | +17.6% | +5.9% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling