+59.2%
KDP vs JEPI
+100.7%
-41.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -0.8% | +2.7% | -3.5% | -2.8% |
| 30D | +9.7% | +2.5% | +7.2% | +7.6% |
| 3M | +17.6% | +1.9% | +15.7% | +15.9% |
| 6M | +25.8% | +7.7% | +18.0% | +18.7% |
| YTD | +33.9% | +8.2% | +25.7% | +26.0% |
| 1Y | +38.9% | +10.4% | +28.5% | +28.6% |
| 3Y | +26.8% | +36.5% | -9.7% | -2.0% |
| 5Y | +16.3% | +44.2% | -27.9% | -14.5% |
| All | +59.2% | +100.7% | -41.5% | -14.4% |
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