+736.0%
EPAM vs KIM
+150.0%
+586.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | +6.5% | -4.0% | +10.5% | +8.2% |
| 3M | +19.9% | +0.5% | +19.4% | +19.8% |
| 6M | -16.9% | +3.6% | -20.5% | -18.1% |
| YTD | -42.9% | +20.4% | -63.3% | -46.9% |
| 1Y | -30.4% | +9.7% | -40.1% | -33.0% |
| 3Y | -54.7% | +46.0% | -100.7% | -60.9% |
| 5Y | -81.8% | +34.4% | -116.3% | -83.6% |
| 10Y | +65.5% | +29.3% | +36.2% | +49.6% |
| All | +736.0% | +150.0% | +586.0% | +415.6% |
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 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