+440.0%
KLAC vs JEPQ
+94.0%
+346.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.3% |
| 30D | -13.2% | +0.8% | -13.9% | -14.3% |
| 3M | -25.0% | +4.0% | -29.0% | -28.5% |
| 6M | +23.6% | +10.4% | +13.2% | +6.9% |
| YTD | +49.2% | +11.4% | +37.8% | +28.1% |
| 1Y | +89.3% | +18.9% | +70.4% | +45.9% |
| 3Y | +274.4% | +70.3% | +204.1% | +62.7% |
| All | +440.0% | +94.0% | +346.0% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling