+147.4%
KRE vs JEPI
+93.4%
+54.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.3% |
| 7D | -1.1% | -1.1% | +0.1% | +0.7% |
| 30D | -3.4% | -1.3% | -2.1% | -1.5% |
| 3M | +3.7% | +3.3% | +0.4% | -1.5% |
| 6M | +14.8% | +1.0% | +13.8% | +13.0% |
| YTD | +14.7% | +4.2% | +10.4% | +7.4% |
| 1Y | +16.0% | +7.9% | +8.1% | +3.1% |
| 3Y | +84.3% | +30.0% | +54.2% | +25.0% |
| 5Y | +30.9% | +40.9% | -10.1% | -20.3% |
| All | +147.4% | +93.4% | +54.0% | -23.6% |
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