+108.3%
KR vs JEPI
+93.8%
+14.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.4% |
| 7D | -0.2% | -1.0% | +0.8% | +0.3% |
| 30D | +5.1% | -1.4% | +6.5% | +5.8% |
| 3M | -8.2% | +3.5% | -11.7% | -9.6% |
| 6M | -18.0% | +1.9% | -19.9% | -18.7% |
| YTD | -4.8% | +4.4% | -9.2% | -6.9% |
| 1Y | -11.0% | +7.2% | -18.2% | -14.2% |
| 3Y | +37.7% | +29.8% | +7.9% | +17.1% |
| 5Y | +52.8% | +41.7% | +11.1% | +21.3% |
| All | +108.3% | +93.8% | +14.5% | +51.3% |
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