+167.2%
EPAM vs KIM
+64.9%
+102.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +18.8% | +2.8% | +16.0% | +17.5% |
| 30D | +44.9% | +15.9% | +29.1% | +37.4% |
| 3M | +68.6% | +7.8% | +60.8% | +63.9% |
| 6M | +65.4% | +11.9% | +53.5% | +58.8% |
| YTD | -19.9% | +31.0% | -50.9% | -27.5% |
| 1Y | -10.0% | +32.3% | -42.4% | -18.9% |
| 3Y | -30.3% | +65.5% | -95.7% | -41.9% |
| 5Y | -75.7% | +37.2% | -112.9% | -78.2% |
| 10Y | +167.2% | +63.9% | +103.3% | +98.7% |
| All | +167.2% | +64.9% | +102.3% | +98.7% |
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