-12.9%
KMB vs JEPI
+40.2%
-53.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.7% |
| 7D | -8.6% | -1.1% | -7.5% | -7.9% |
| 30D | -7.5% | -1.3% | -6.3% | -6.7% |
| 3M | -0.6% | +3.3% | -4.0% | -2.6% |
| 6M | -1.5% | +1.0% | -2.6% | -2.1% |
| YTD | +1.6% | +4.2% | -2.6% | -0.9% |
| 1Y | -20.8% | +7.9% | -28.7% | -24.3% |
| 3Y | -12.4% | +30.0% | -42.4% | -26.4% |
| 5Y | -12.9% | +40.9% | -53.9% | -32.2% |
| All | -12.9% | +40.2% | -53.2% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling