+26.2%
KLAC vs JEPI
+10.9%
+15.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -7.4% |
| 7D | -5.7% | +1.5% | -7.1% | -8.3% |
| 30D | -27.6% | +3.6% | -31.1% | -32.6% |
| 3M | -23.3% | +2.3% | -25.6% | -26.8% |
| 6M | -12.4% | +5.6% | -18.0% | -22.6% |
| YTD | +23.7% | +7.5% | +16.3% | +6.7% |
| 1Y | +26.2% | +10.6% | +15.6% | +3.2% |
| All | +26.2% | +10.9% | +15.3% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling