+41.7%
KDP vs JEPI
+95.7%
-54.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +1.3% | -0.3% | +1.6% | +1.6% |
| 30D | +6.0% | +0.1% | +5.8% | +5.9% |
| 3M | +9.2% | +4.8% | +4.4% | +5.4% |
| 6M | +14.7% | +1.0% | +13.7% | +13.9% |
| YTD | +19.2% | +5.5% | +13.7% | +14.4% |
| 1Y | +15.2% | +9.2% | +6.0% | +7.6% |
| 3Y | +6.0% | +31.2% | -25.2% | -15.3% |
| 5Y | +5.4% | +41.4% | -35.9% | -21.4% |
| All | +41.7% | +95.7% | -54.0% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling