+266.4%
KDP vs EPAM
+165.6%
+100.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +4.0% | +18.5% | -14.6% | +2.3% |
| 30D | +16.8% | +44.0% | -27.2% | +12.9% |
| 3M | +32.0% | +63.0% | -30.9% | +26.2% |
| 6M | +35.2% | +67.3% | -32.1% | +28.4% |
| YTD | +40.9% | -20.5% | +61.4% | +41.8% |
| 1Y | +47.7% | -9.6% | +57.3% | +46.8% |
| 3Y | +34.8% | -30.8% | +65.6% | +34.8% |
| 5Y | +22.6% | -75.6% | +98.3% | +35.5% |
| 10Y | +266.4% | +159.6% | +106.9% | +164.6% |
| All | +266.4% | +165.6% | +100.8% | +164.6% |
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