+89.3%
KLAC vs JEPQ
+19.0%
+70.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | -0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.2% |
| 30D | -13.2% | +0.8% | -13.9% | -14.9% |
| 3M | -25.0% | +4.0% | -29.0% | -30.3% |
| 6M | +23.6% | +10.4% | +13.2% | +1.3% |
| YTD | +49.2% | +11.4% | +37.8% | +21.2% |
| 1Y | +89.3% | +18.9% | +70.4% | +21.9% |
| All | +89.3% | +19.0% | +70.3% | +21.9% |
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