+5.0%
KDP vs JEPI
+40.2%
-35.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.0% |
| 7D | -1.6% | -1.1% | -0.4% | -0.7% |
| 30D | +9.5% | -1.3% | +10.8% | +10.6% |
| 3M | +2.6% | +3.3% | -0.7% | +0.3% |
| 6M | +15.6% | +1.0% | +14.6% | +14.9% |
| YTD | +17.3% | +4.2% | +13.1% | +13.9% |
| 1Y | +20.1% | +7.9% | +12.2% | +13.7% |
| 3Y | +4.9% | +30.0% | -25.1% | -14.4% |
| 5Y | +5.0% | +40.9% | -35.9% | -19.9% |
| All | +5.0% | +40.2% | -35.2% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling