-81.3%
EPAM vs KIM
+34.4%
-115.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +2.0% | +0.4% | +1.5% | +1.6% |
| 30D | +6.5% | -4.0% | +10.5% | +9.7% |
| 3M | +19.9% | +0.5% | +19.4% | +19.5% |
| 6M | -16.9% | +3.6% | -20.5% | -19.3% |
| YTD | -42.9% | +20.4% | -63.3% | -50.3% |
| 1Y | -30.4% | +9.7% | -40.1% | -35.4% |
| 3Y | -54.7% | +46.0% | -100.7% | -67.1% |
| All | -81.3% | +34.4% | -115.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling