+451.7%
KGC vs JEPI
+39.8%
+411.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.7% |
| 7D | -8.4% | -2.0% | -6.4% | -6.2% |
| 30D | +6.3% | -2.0% | +8.4% | +8.9% |
| 3M | +22.4% | +3.8% | +18.7% | +17.7% |
| 6M | -11.4% | +0.8% | -12.3% | -11.8% |
| YTD | +3.1% | +3.7% | -0.6% | -0.3% |
| 1Y | +26.6% | +7.1% | +19.5% | +18.3% |
| 3Y | +525.6% | +29.4% | +496.2% | +369.5% |
| 5Y | +451.7% | +40.8% | +410.9% | +280.5% |
| All | +451.7% | +39.8% | +411.8% | +280.5% |
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