-13.6%
KHC vs JEPI
+39.8%
-53.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -2.5% | -2.0% | -0.5% | -1.1% |
| 30D | +0.5% | -2.0% | +2.5% | +2.0% |
| 3M | +3.0% | +3.8% | -0.7% | +0.4% |
| 6M | +6.6% | +0.8% | +5.8% | +6.0% |
| YTD | +5.8% | +3.7% | +2.1% | +3.0% |
| 1Y | -2.2% | +7.1% | -9.3% | -7.0% |
| 3Y | -12.5% | +29.4% | -41.9% | -27.7% |
| 5Y | -13.6% | +40.8% | -54.3% | -32.6% |
| All | -13.6% | +39.8% | -53.4% | -32.6% |
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