+274.4%
KLAC vs JEPI
+30.1%
+244.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +0.5% |
| 7D | -2.7% | -1.0% | -1.7% | -0.6% |
| 30D | -13.2% | -1.4% | -11.7% | -10.6% |
| 3M | -25.0% | +3.5% | -28.6% | -30.7% |
| 6M | +23.6% | +1.9% | +21.7% | +18.5% |
| YTD | +49.2% | +4.4% | +44.8% | +36.8% |
| 1Y | +89.3% | +7.2% | +82.1% | +64.8% |
| 3Y | +274.4% | +29.8% | +244.6% | +129.5% |
| All | +274.4% | +30.1% | +244.3% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling