+15.8%
KDP vs EPAM
-77.2%
+93.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +20.6% | -20.4% | -0.6% |
| 7D | +4.5% | +23.0% | -18.5% | +3.6% |
| 30D | +18.5% | +51.6% | -33.1% | +16.5% |
| 3M | +20.8% | +50.8% | -30.0% | +18.7% |
| 6M | +29.4% | +51.1% | -21.7% | +26.8% |
| YTD | +35.9% | -19.1% | +55.0% | +35.7% |
| 1Y | +42.5% | +3.0% | +39.5% | +40.9% |
| 3Y | +29.4% | -31.2% | +60.5% | +28.7% |
| 5Y | +15.8% | -76.5% | +92.3% | +16.3% |
| All | +15.8% | -77.2% | +93.0% | +16.3% |
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