+36.5%
KDP vs JEPI
+93.8%
-57.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -3.7% | -1.0% | -2.7% | -2.9% |
| 30D | +6.2% | -1.4% | +7.6% | +7.4% |
| 3M | +1.2% | +3.5% | -2.3% | -1.4% |
| 6M | +15.3% | +1.9% | +13.4% | +13.7% |
| YTD | +14.8% | +4.4% | +10.4% | +11.1% |
| 1Y | +17.6% | +7.2% | +10.4% | +11.5% |
| 3Y | +2.1% | +29.8% | -27.6% | -17.7% |
| 5Y | +2.7% | +41.7% | -39.0% | -23.8% |
| All | +36.5% | +93.8% | -57.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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