+27.5%
KRE vs JEPQ
+92.4%
-64.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | -1.4% | -0.7% | -0.8% | -0.9% |
| 30D | -3.9% | +0.6% | -4.5% | -4.4% |
| 3M | +3.6% | +5.8% | -2.2% | -1.7% |
| 6M | +15.4% | +9.7% | +5.7% | +5.8% |
| YTD | +15.2% | +10.5% | +4.7% | +4.8% |
| 1Y | +16.5% | +18.4% | -1.9% | -0.5% |
| 3Y | +85.2% | +70.3% | +14.8% | +14.3% |
| All | +27.5% | +92.4% | -64.9% | -29.1% |
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