+247.9%
KDP vs EPAM
+157.4%
+90.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -0.8% | +2.4% | -3.2% | -1.0% |
| 30D | +9.7% | +42.3% | -32.6% | +6.2% |
| 3M | +17.6% | +60.7% | -43.0% | +12.6% |
| 6M | +25.8% | +80.5% | -54.7% | +18.7% |
| YTD | +33.9% | -20.4% | +54.2% | +34.7% |
| 1Y | +38.9% | -9.6% | +48.5% | +38.1% |
| 3Y | +26.8% | -30.5% | +57.3% | +26.7% |
| 5Y | +16.3% | -75.7% | +92.0% | +28.7% |
| All | +247.9% | +157.4% | +90.5% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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