-2.6%
KMB vs JEPI
+95.7%
-98.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -3.0% | -0.3% | -2.7% | -2.8% |
| 30D | -5.5% | +0.1% | -5.6% | -5.5% |
| 3M | +14.0% | +4.8% | +9.2% | +10.6% |
| 6M | +4.1% | +1.0% | +3.1% | +3.4% |
| YTD | +8.0% | +5.5% | +2.6% | +4.4% |
| 1Y | -13.7% | +9.2% | -23.0% | -18.5% |
| 3Y | -5.9% | +31.2% | -37.1% | -22.1% |
| 5Y | -8.6% | +41.4% | -50.0% | -29.1% |
| All | -2.6% | +95.7% | -98.4% | -44.0% |
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