+18.4%
KEY vs JEPI
+7.8%
+10.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.6% |
| 7D | -0.3% | -1.1% | +0.8% | +1.4% |
| 30D | -3.3% | -1.3% | -2.0% | -1.4% |
| 3M | -0.7% | +3.3% | -4.1% | -5.4% |
| 6M | +12.5% | +1.0% | +11.5% | +11.3% |
| YTD | +8.4% | +4.2% | +4.2% | +1.3% |
| 1Y | +18.4% | +7.9% | +10.5% | +2.7% |
| All | +18.4% | +7.8% | +10.6% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling