+53.1%
KO vs JEPQ
+92.4%
-39.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.1% | -0.7% | -0.5% | -1.0% |
| 30D | +1.6% | +0.6% | +1.0% | +1.5% |
| 3M | +5.8% | +5.8% | 0.0% | +4.7% |
| 6M | +14.3% | +9.7% | +4.6% | +12.3% |
| YTD | +27.3% | +10.5% | +16.8% | +24.8% |
| 1Y | +33.2% | +18.4% | +14.8% | +28.4% |
| 3Y | +64.5% | +70.3% | -5.8% | +37.7% |
| All | +53.1% | +92.4% | -39.4% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling