+302.2%
KKR vs JEPI
+92.4%
+209.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.0% |
| 7D | -8.1% | -2.0% | -6.1% | -3.9% |
| 30D | -9.1% | -2.0% | -7.1% | -4.9% |
| 3M | +6.4% | +3.8% | +2.6% | -1.5% |
| 6M | +12.6% | +0.8% | +11.7% | +10.8% |
| YTD | -20.4% | +3.7% | -24.1% | -26.1% |
| 1Y | -27.1% | +7.1% | -34.2% | -36.6% |
| 3Y | +63.8% | +29.4% | +34.4% | +0.9% |
| 5Y | +67.6% | +40.8% | +26.9% | -8.8% |
| All | +302.2% | +92.4% | +209.8% | +19.7% |
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