+187.9%
KMI vs JEPI
+93.8%
+94.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | -1.7% | -1.0% | -0.7% | -0.8% |
| 30D | -2.7% | -1.4% | -1.3% | -1.4% |
| 3M | -0.7% | +3.5% | -4.2% | -4.2% |
| 6M | -5.0% | +1.9% | -6.9% | -7.0% |
| YTD | +15.5% | +4.4% | +11.0% | +10.0% |
| 1Y | +16.4% | +7.2% | +9.2% | +7.9% |
| 3Y | +114.2% | +29.8% | +84.4% | +61.3% |
| 5Y | +153.3% | +41.7% | +111.5% | +71.9% |
| All | +187.9% | +93.8% | +94.2% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling