-30.3%
EPAM vs KIM
+65.6%
-95.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | +18.8% | +2.8% | +16.0% | +16.9% |
| 30D | +44.9% | +15.9% | +29.1% | +33.8% |
| 3M | +68.6% | +7.8% | +60.8% | +61.5% |
| 6M | +65.4% | +11.9% | +53.5% | +55.6% |
| YTD | -19.9% | +31.0% | -50.9% | -31.2% |
| 1Y | -10.0% | +32.3% | -42.4% | -23.3% |
| 3Y | -30.3% | +65.5% | -95.7% | -46.5% |
| All | -30.3% | +65.6% | -95.8% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling