+1.5%
KMB vs JEPI
+100.7%
-99.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +0.9% | +2.7% | -1.8% | -0.9% |
| 30D | +10.1% | +2.5% | +7.5% | +8.2% |
| 3M | 0.0% | +1.9% | -1.9% | -1.3% |
| 6M | +15.7% | +7.7% | +8.0% | +10.2% |
| YTD | +12.6% | +8.2% | +4.5% | +7.0% |
| 1Y | +10.1% | +10.4% | -0.3% | +3.2% |
| 3Y | +2.1% | +36.5% | -34.4% | -17.7% |
| 5Y | -0.7% | +44.2% | -44.9% | -24.0% |
| All | +1.5% | +100.7% | -99.2% | -42.6% |
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