+40.8%
KEY vs JEPI
+41.6%
-0.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| YTD | +8.7% | +4.8% | +3.9% | +0.1% |
| 1Y | +18.5% | +8.4% | +10.0% | +3.0% |
| 3Y | +124.0% | +30.8% | +93.2% | +43.1% |
| 5Y | +40.8% | +41.0% | -0.1% | -18.8% |
| All | +40.8% | +41.6% | -0.8% | -18.8% |
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 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