+6.4%
KDP vs JEPI
+30.9%
-24.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +8.5% | -0.6% | +9.1% | +8.9% |
| 3M | +6.6% | +4.8% | +1.8% | +3.5% |
| 6M | +17.1% | +2.1% | +15.0% | +15.6% |
| YTD | +19.0% | +4.8% | +14.2% | +15.7% |
| 1Y | +21.8% | +8.4% | +13.3% | +15.9% |
| 3Y | +6.4% | +30.8% | -24.3% | -12.4% |
| All | +6.4% | +30.9% | -24.4% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling