+124.0%
KEY vs JEPI
+30.9%
+93.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -0.7% |
| 7D | +2.7% | -0.2% | +3.0% | +3.2% |
| 30D | -3.2% | -0.6% | -2.6% | -2.2% |
| 3M | +1.0% | +4.8% | -3.8% | -6.9% |
| 6M | +11.9% | +2.1% | +9.8% | +8.0% |
| YTD | +8.7% | +4.8% | +3.9% | +0.2% |
| 1Y | +18.5% | +8.4% | +10.0% | +2.9% |
| 3Y | +124.0% | +30.8% | +93.2% | +38.8% |
| All | +124.0% | +30.9% | +93.1% | +38.8% |
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