+6.8%
KDP vs EPAM
-81.9%
+88.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +1.3% | +2.0% | -0.7% | +1.2% |
| 30D | +6.0% | +6.5% | -0.5% | +5.7% |
| 3M | +9.2% | +19.9% | -10.7% | +8.3% |
| 6M | +14.7% | -16.9% | +31.6% | +15.0% |
| YTD | +19.2% | -42.9% | +62.1% | +20.8% |
| 1Y | +15.2% | -30.4% | +45.5% | +15.8% |
| 3Y | +6.0% | -54.7% | +60.7% | +7.3% |
| All | +6.8% | -81.9% | +88.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling