+369.0%
KGC vs JEPI
+94.5%
+274.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.6% |
| 7D | +2.4% | -0.2% | +2.7% | +2.8% |
| 30D | +9.2% | -0.6% | +9.8% | +10.1% |
| 3M | +16.7% | +4.8% | +11.9% | +10.7% |
| 6M | -7.0% | +2.1% | -9.1% | -8.9% |
| YTD | +7.5% | +4.8% | +2.7% | +2.3% |
| 1Y | +34.4% | +8.4% | +25.9% | +23.1% |
| 3Y | +552.0% | +30.8% | +521.2% | +371.6% |
| 5Y | +454.5% | +41.0% | +413.6% | +267.9% |
| All | +369.0% | +94.5% | +274.5% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling