+148.9%
KRE vs JEPI
+93.8%
+55.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -1.0% |
| 7D | -1.8% | -1.0% | -0.8% | -0.3% |
| 30D | -4.5% | -1.4% | -3.1% | -2.4% |
| 3M | +2.7% | +3.5% | -0.8% | -2.7% |
| 6M | +16.9% | +1.9% | +14.9% | +13.4% |
| YTD | +15.4% | +4.4% | +10.9% | +7.7% |
| 1Y | +16.1% | +7.2% | +8.9% | +4.3% |
| 3Y | +85.7% | +29.8% | +56.0% | +26.4% |
| 5Y | +33.3% | +41.7% | -8.5% | -19.6% |
| All | +148.9% | +93.8% | +55.1% | -23.3% |
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 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