+113.7%
KLAC vs JEPQ
+21.4%
+92.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +6.5% |
| 7D | +5.7% | +0.7% | +5.1% | +3.8% |
| 30D | -3.6% | +2.0% | -5.6% | -8.7% |
| 3M | -12.8% | +2.0% | -14.8% | -14.6% |
| 6M | +26.1% | +10.4% | +15.7% | +3.3% |
| YTD | +53.3% | +11.6% | +41.7% | +23.9% |
| 1Y | +113.7% | +20.7% | +93.0% | +32.3% |
| All | +113.7% | +21.4% | +92.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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