-13.3%
EPAM vs KIM
+33.1%
-46.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.1% | -1.7% |
| 7D | +0.8% | +10.6% | -9.8% | -2.4% |
| 30D | +24.9% | +17.5% | +7.5% | +18.3% |
| 3M | +22.6% | +4.7% | +17.9% | +20.4% |
| 6M | +24.2% | +13.1% | +11.1% | +20.7% |
| YTD | -33.0% | +32.1% | -65.0% | -35.9% |
| 1Y | -13.3% | +32.7% | -46.0% | -16.9% |
| All | -13.3% | +33.1% | -46.4% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling