+229.6%
KDP vs EPAM
+170.1%
+59.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | +2.2% | +13.4% | -11.2% | +0.9% |
| 30D | +19.9% | +47.1% | -27.1% | +15.8% |
| 3M | +21.5% | +71.2% | -49.7% | +15.7% |
| 6M | +30.1% | +48.9% | -18.8% | +24.8% |
| YTD | +34.9% | -22.2% | +57.2% | +36.1% |
| 1Y | +43.4% | -5.2% | +48.6% | +41.9% |
| 3Y | +29.1% | -34.9% | +64.0% | +29.9% |
| 5Y | +15.0% | -77.4% | +92.4% | +28.6% |
| All | +229.6% | +170.1% | +59.5% | +140.4% |
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