+1,083.6%
EPAM vs KIM
+171.5%
+912.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -1.0% | +21.6% | +21.0% |
| 7D | +23.0% | +5.0% | +18.1% | +20.7% |
| 30D | +51.6% | +15.8% | +35.8% | +43.3% |
| 3M | +50.8% | +4.3% | +46.5% | +48.3% |
| 6M | +51.1% | +11.4% | +39.8% | +45.0% |
| YTD | -19.1% | +30.8% | -49.9% | -27.2% |
| 1Y | +3.0% | +31.4% | -28.5% | -7.5% |
| 3Y | -31.2% | +57.7% | -88.8% | -42.3% |
| 5Y | -76.5% | +31.7% | -108.2% | -78.8% |
| 10Y | +168.4% | +67.4% | +101.0% | +114.9% |
| All | +1,083.6% | +171.5% | +912.0% | +606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling