+162.6%
EPAM vs KIM
+64.5%
+98.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.4% | -3.7% |
| 7D | +13.4% | +4.1% | +9.3% | +11.7% |
| 30D | +47.1% | +16.8% | +30.3% | +39.0% |
| 3M | +71.2% | +5.7% | +65.5% | +67.5% |
| 6M | +48.9% | +9.7% | +39.2% | +44.0% |
| YTD | -22.2% | +30.2% | -52.5% | -29.4% |
| 1Y | -5.2% | +32.1% | -37.3% | -14.4% |
| 3Y | -34.9% | +58.6% | -93.5% | -45.0% |
| 5Y | -77.4% | +31.2% | -108.6% | -79.6% |
| All | +162.6% | +64.5% | +98.1% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling