+177.0%
KEY vs JEPI
+93.4%
+83.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.7% |
| 7D | -0.3% | -1.1% | +0.8% | +1.7% |
| 30D | -3.3% | -1.3% | -2.0% | -1.1% |
| 3M | -0.7% | +3.3% | -4.1% | -6.3% |
| 6M | +12.5% | +1.0% | +11.5% | +10.6% |
| YTD | +8.4% | +4.2% | +4.2% | +0.9% |
| 1Y | +18.4% | +7.9% | +10.5% | +3.8% |
| 3Y | +123.3% | +30.0% | +93.3% | +44.3% |
| 5Y | +38.8% | +40.9% | -2.1% | -20.3% |
| All | +177.0% | +93.4% | +83.6% | -18.1% |
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