-1.9%
KWEB vs JEPI
+30.1%
-32.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.1% |
| 7D | -5.6% | -1.0% | -4.6% | -4.5% |
| 30D | -10.7% | -1.4% | -9.3% | -9.2% |
| 3M | -7.4% | +3.5% | -11.0% | -11.0% |
| 6M | -19.3% | +1.9% | -21.2% | -21.1% |
| YTD | -27.8% | +4.4% | -32.2% | -31.2% |
| 1Y | -35.9% | +7.2% | -43.1% | -40.7% |
| 3Y | -1.9% | +29.8% | -31.7% | -27.8% |
| All | -1.9% | +30.1% | -32.0% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling