+1,032.9%
KLAC vs JEPI
+93.4%
+939.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.0% |
| 7D | +6.2% | -1.1% | +7.3% | +8.6% |
| 30D | -5.0% | -1.3% | -3.7% | -2.6% |
| 3M | -14.4% | +3.3% | -17.8% | -20.3% |
| 6M | +28.3% | +1.0% | +27.3% | +25.5% |
| YTD | +51.1% | +4.2% | +46.9% | +39.3% |
| 1Y | +100.4% | +7.9% | +92.5% | +72.5% |
| 3Y | +276.3% | +30.0% | +246.3% | +127.3% |
| 5Y | +452.1% | +40.9% | +411.1% | +196.6% |
| All | +1,032.9% | +93.4% | +939.5% | +227.7% |
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